-41.9%
IT vs STZ
-37.6%
-4.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.5% |
| 7D | -3.7% | -4.5% | +0.8% | -2.5% |
| 30D | +0.1% | -8.6% | +8.7% | +2.4% |
| 3M | +20.7% | -13.8% | +34.5% | +25.1% |
| 6M | +12.0% | -17.2% | +29.1% | +16.6% |
| YTD | -28.8% | -9.4% | -19.5% | -28.9% |
| 1Y | -25.5% | -11.9% | -13.7% | -25.2% |
| 3Y | -48.8% | -49.6% | +0.9% | -37.7% |
| All | -41.9% | -37.6% | -4.3% | -38.9% |
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