+58.4%
NDAQ vs STZ
-33.3%
+91.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | +2.5% | -1.9% | +4.3% | +2.8% |
| 3M | +9.9% | -6.2% | +16.2% | +11.4% |
| 6M | +9.4% | -14.0% | +23.4% | +12.4% |
| YTD | +0.4% | -5.1% | +5.5% | -0.3% |
| 1Y | +4.0% | -9.6% | +13.6% | +4.4% |
| 3Y | +94.4% | -47.2% | +141.6% | +126.4% |
| All | +58.4% | -33.3% | +91.7% | +65.1% |
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