+8.4%
LOW vs STZ
-36.5%
+44.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | 0.0% |
| 7D | +0.4% | -7.4% | +7.8% | +2.9% |
| 30D | -10.1% | -10.9% | +0.8% | -6.8% |
| 3M | -2.9% | -13.4% | +10.6% | +1.5% |
| 6M | -19.4% | -16.2% | -3.2% | -15.1% |
| YTD | -15.4% | -10.4% | -5.0% | -13.4% |
| 1Y | -24.9% | -14.8% | -10.2% | -22.0% |
| 3Y | -7.8% | -50.1% | +42.3% | +14.9% |
| 5Y | +8.4% | -38.8% | +47.2% | +25.5% |
| All | +8.4% | -36.5% | +44.9% | +25.5% |
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