+32.6%
NET vs STZ
-26.9%
+59.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -3.6% |
| 7D | -16.4% | +13.0% | -29.3% | -18.7% |
| 30D | -25.8% | +29.4% | -55.3% | -30.4% |
| 3M | -11.5% | +11.6% | -23.1% | -14.0% |
| 6M | +18.9% | -0.2% | +19.1% | +18.8% |
| YTD | +35.2% | +8.6% | +26.7% | +26.3% |
| 1Y | +14.5% | +15.9% | -1.5% | +3.4% |
| 3Y | +313.8% | -35.4% | +349.3% | +385.4% |
| 5Y | +32.6% | -26.9% | +59.4% | +44.1% |
| All | +32.6% | -26.9% | +59.5% | +44.1% |
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