+112.5%
NET vs STZ
-33.3%
+145.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -7.0% | -1.9% | -5.1% | -6.5% |
| 30D | -4.8% | -1.9% | -2.9% | -4.5% |
| 3M | +3.8% | -6.2% | +10.1% | +5.0% |
| 6M | +50.0% | -14.0% | +64.1% | +54.0% |
| YTD | +41.5% | -5.1% | +46.6% | +36.7% |
| 1Y | +32.8% | -9.6% | +42.4% | +30.8% |
| 3Y | +335.9% | -47.2% | +383.1% | +464.3% |
| All | +112.5% | -33.3% | +145.8% | +148.8% |
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 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