+2,658.0%
NDAQ vs STZ
+983.4%
+1,674.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | +16.3% | +14.9% | +1.4% | +10.8% |
| 3M | +15.8% | +8.4% | +7.4% | +12.2% |
| 6M | +24.8% | +2.8% | +22.0% | +22.9% |
| YTD | +14.1% | +7.5% | +6.5% | +9.0% |
| 1Y | +26.5% | +12.5% | +14.0% | +18.7% |
| 3Y | +119.1% | -35.4% | +154.6% | +145.2% |
| 5Y | +70.9% | -29.3% | +100.2% | +83.1% |
| 10Y | +479.7% | +11.8% | +467.9% | +398.0% |
| All | +2,658.0% | +983.4% | +1,674.6% | +805.8% |
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 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