+26.6%
LOW vs STZ
-34.1%
+60.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.7% | +5.3% | +3.3% | +7.1% |
| 30D | +25.5% | +19.6% | +5.9% | +19.4% |
| 3M | +6.6% | +10.0% | -3.3% | +3.6% |
| 6M | +2.4% | -0.3% | +2.7% | +1.8% |
| YTD | -1.7% | +8.6% | -10.3% | -4.9% |
| 1Y | +1.7% | +16.6% | -14.9% | -3.5% |
| 3Y | +26.6% | -34.8% | +61.4% | +37.1% |
| All | +26.6% | -34.1% | +60.6% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling