+50.9%
O vs STZ
-10.3%
+61.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | -3.5% | -4.1% | +0.6% | -2.0% |
| 30D | -3.3% | -7.6% | +4.3% | -0.5% |
| 3M | -2.8% | -12.3% | +9.4% | +1.9% |
| 6M | -5.8% | -16.3% | +10.5% | +0.2% |
| YTD | +9.4% | -8.4% | +17.7% | +11.3% |
| 1Y | +5.7% | -10.8% | +16.5% | +8.3% |
| 3Y | +27.2% | -49.0% | +76.2% | +62.1% |
| 5Y | +17.2% | -36.5% | +53.7% | +32.2% |
| All | +50.9% | -10.3% | +61.3% | +37.0% |
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