+24,430.7%
LOW vs STZ
+9,621.1%
+14,809.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | -7.0% | -1.9% | -5.2% | -6.6% |
| 3M | -0.9% | -6.2% | +5.4% | +0.6% |
| 6M | -20.1% | -14.0% | -6.1% | -17.2% |
| YTD | -13.9% | -5.1% | -8.8% | -13.3% |
| 1Y | -21.1% | -9.6% | -11.6% | -19.8% |
| 3Y | -6.6% | -47.2% | +40.6% | +7.5% |
| 5Y | +9.4% | -33.6% | +42.9% | +18.4% |
| 10Y | +220.5% | -9.8% | +230.3% | +215.3% |
| All | +24,430.7% | +9,621.1% | +14,809.6% | +8,770.3% |
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