+27,896.9%
LOW vs STZ
+11,023.3%
+16,873.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.7% | +5.3% | +3.3% | +7.3% |
| 30D | +25.5% | +19.6% | +5.9% | +19.9% |
| 3M | +6.6% | +10.0% | -3.3% | +4.0% |
| 6M | +2.4% | -0.3% | +2.7% | +2.3% |
| YTD | -1.7% | +8.6% | -10.3% | -4.4% |
| 1Y | +1.7% | +16.6% | -14.9% | -2.9% |
| 3Y | +26.6% | -34.8% | +61.4% | +38.2% |
| 5Y | +10.1% | -27.8% | +38.0% | +16.8% |
| 10Y | +303.3% | +12.5% | +290.8% | +276.6% |
| All | +27,896.9% | +11,023.3% | +16,873.7% | +9,682.2% |
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