-43.1%
IT vs STZ
-29.7%
-13.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | -16.9% | +4.9% | -21.8% | -18.0% |
| 30D | +2.3% | +20.9% | -18.5% | -2.7% |
| 3M | +2.9% | +8.0% | -5.1% | +0.7% |
| 6M | +25.9% | -5.3% | +31.1% | +26.8% |
| YTD | -24.6% | +5.9% | -30.6% | -27.8% |
| 1Y | -16.0% | +14.2% | -30.3% | -21.9% |
| 3Y | -51.6% | -37.0% | -14.6% | -45.5% |
| All | -43.1% | -29.7% | -13.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling