+27,397.1%
LOW vs STZ
+11,030.9%
+16,366.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +1.4% | +2.6% | -1.1% | +0.8% |
| 30D | +21.7% | +15.2% | +6.5% | +17.5% |
| 3M | +5.0% | +7.6% | -2.6% | +3.0% |
| 6M | +4.6% | +5.3% | -0.7% | +3.0% |
| YTD | -3.5% | +8.6% | -12.1% | -6.1% |
| 1Y | +0.5% | +15.6% | -15.0% | -3.8% |
| 3Y | +24.8% | -35.2% | +60.0% | +36.4% |
| 5Y | +6.5% | -29.1% | +35.5% | +13.4% |
| 10Y | +294.6% | +12.9% | +281.6% | +268.1% |
| All | +27,397.1% | +11,030.9% | +16,366.2% | +9,505.6% |
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