+5,387.7%
O vs STZ
+3,471.5%
+1,916.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -1.9% | -1.9% | 0.0% | -1.5% |
| 3M | +3.8% | -6.2% | +10.1% | +5.2% |
| 6M | -4.7% | -14.0% | +9.3% | -1.7% |
| YTD | +12.5% | -5.1% | +17.6% | +13.1% |
| 1Y | +10.8% | -9.6% | +20.4% | +12.5% |
| 3Y | +28.8% | -47.2% | +76.0% | +46.8% |
| 5Y | +13.2% | -33.6% | +46.8% | +21.6% |
| 10Y | +53.5% | -9.8% | +63.2% | +51.4% |
| All | +5,387.7% | +3,471.5% | +1,916.2% | +3,068.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling