-1.4%
LOW vs STZ
+14.7%
-16.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.3% | +2.2% | +5.6% |
| 7D | +15.6% | +13.0% | +2.6% | +11.1% |
| 30D | +28.6% | +29.4% | -0.8% | +18.8% |
| 3M | +5.8% | +11.6% | -5.7% | +1.8% |
| 6M | +3.8% | -0.2% | +4.0% | +2.5% |
| YTD | -2.8% | +8.6% | -11.3% | -7.7% |
| 1Y | -1.4% | +15.9% | -17.3% | -9.9% |
| All | -1.4% | +14.7% | -16.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling