+76.8%
O vs STZ
+9.8%
+67.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +3.7% | +4.9% | -1.2% | +1.7% |
| 30D | +11.2% | +20.9% | -9.7% | +3.0% |
| 3M | -4.0% | +8.0% | -12.0% | -7.3% |
| 6M | -5.2% | -5.3% | +0.1% | -3.9% |
| YTD | +9.5% | +5.9% | +3.6% | +5.0% |
| 1Y | +10.6% | +14.2% | -3.6% | +2.5% |
| 3Y | +38.1% | -37.0% | +75.1% | +60.7% |
| 5Y | +10.2% | -29.7% | +39.9% | +19.8% |
| All | +76.8% | +9.8% | +67.0% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling