+32.8%
NET vs STZ
-10.2%
+43.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.2% |
| 7D | -7.0% | -1.9% | -5.1% | -7.6% |
| 30D | -4.8% | -1.9% | -2.9% | -5.1% |
| 3M | +3.8% | -6.2% | +10.1% | +2.3% |
| 6M | +50.0% | -14.0% | +64.1% | +43.4% |
| YTD | +41.5% | -5.1% | +46.6% | +32.0% |
| 1Y | +32.8% | -9.6% | +42.4% | +24.7% |
| All | +32.8% | -10.2% | +43.0% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling