+6,166.9%
IT vs STZ
+5,902.8%
+264.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -16.9% | +4.9% | -21.8% | -17.8% |
| 30D | +2.3% | +20.9% | -18.5% | -2.2% |
| 3M | +2.9% | +8.0% | -5.1% | +1.1% |
| 6M | +25.9% | -5.3% | +31.1% | +27.6% |
| YTD | -24.6% | +5.9% | -30.6% | -26.5% |
| 1Y | -16.0% | +14.2% | -30.3% | -19.8% |
| 3Y | -51.6% | -37.0% | -14.6% | -47.1% |
| 5Y | -42.6% | -29.7% | -12.9% | -39.1% |
| 10Y | +103.6% | +5.2% | +98.4% | +93.2% |
| All | +6,166.9% | +5,902.8% | +264.2% | +2,630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling