+6,045.6%
IT vs STZ
+5,276.9%
+768.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -6.0% | -1.9% | -4.1% | -5.6% |
| 30D | 0.0% | -1.9% | +1.9% | +0.4% |
| 3M | +13.1% | -6.2% | +19.3% | +14.8% |
| 6M | +11.7% | -14.0% | +25.7% | +15.3% |
| YTD | -26.1% | -5.1% | -21.0% | -26.1% |
| 1Y | -21.3% | -9.6% | -11.7% | -20.5% |
| 3Y | -46.7% | -47.2% | +0.5% | -39.3% |
| 5Y | -40.5% | -33.6% | -6.9% | -36.1% |
| 10Y | +103.9% | -9.8% | +113.7% | +100.2% |
| All | +6,045.6% | +5,276.9% | +768.7% | +2,645.8% |
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