+62.6%
NDAQ vs STZ
-29.7%
+92.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +0.8% | +4.9% | -4.1% | -0.2% |
| 30D | +16.5% | +20.9% | -4.3% | +11.8% |
| 3M | +13.5% | +8.0% | +5.5% | +11.4% |
| 6M | +20.9% | -5.3% | +26.2% | +21.8% |
| YTD | +11.4% | +5.9% | +5.5% | +7.8% |
| 1Y | +25.9% | +14.2% | +11.7% | +19.1% |
| 3Y | +119.9% | -37.0% | +156.8% | +143.0% |
| All | +62.6% | -29.7% | +92.3% | +67.0% |
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