+82.7%
O vs STZ
+11.6%
+71.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.5% | +5.3% | -1.8% | +1.4% |
| 30D | +10.4% | +19.6% | -9.2% | +2.8% |
| 3M | -2.4% | +10.0% | -12.4% | -6.5% |
| 6M | -1.2% | -0.3% | -1.0% | -1.9% |
| YTD | +10.4% | +8.6% | +1.8% | +4.9% |
| 1Y | +11.4% | +16.6% | -5.2% | +2.5% |
| 3Y | +40.4% | -34.8% | +75.2% | +61.1% |
| 5Y | +12.1% | -27.8% | +40.0% | +20.6% |
| 10Y | +82.7% | +12.5% | +70.2% | +56.5% |
| All | +82.7% | +11.6% | +71.2% | +56.5% |
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