+327.1%
NET vs STZ
-47.3%
+374.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -7.0% | -1.9% | -5.1% | -7.1% |
| 30D | -4.8% | -1.9% | -2.9% | -4.9% |
| 3M | +3.8% | -6.2% | +10.1% | +3.6% |
| 6M | +50.0% | -14.0% | +64.1% | +49.0% |
| YTD | +41.5% | -5.1% | +46.6% | +38.1% |
| 1Y | +32.8% | -9.6% | +42.4% | +30.2% |
| All | +327.1% | -47.3% | +374.3% | +368.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling