+376.0%
NDAQ vs STZ
-14.3%
+390.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.2% |
| 7D | -2.6% | -7.4% | +4.8% | -0.2% |
| 30D | +0.5% | -10.9% | +11.4% | +4.0% |
| 3M | +9.9% | -13.4% | +23.3% | +14.7% |
| 6M | +8.2% | -16.2% | +24.4% | +13.3% |
| YTD | -1.5% | -10.4% | +9.0% | 0.0% |
| 1Y | +1.3% | -14.8% | +16.1% | +4.3% |
| 3Y | +92.6% | -50.1% | +142.7% | +134.7% |
| 5Y | +53.8% | -38.8% | +92.6% | +71.5% |
| 10Y | +376.0% | -14.1% | +390.1% | +341.8% |
| All | +376.0% | -14.3% | +390.3% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling