+17.5%
P vs STZ
+14.7%
+2.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.3% | -10.3% | -2.0% |
| 7D | -19.4% | +13.0% | -32.3% | -13.3% |
| 30D | -22.3% | +29.4% | -51.7% | -11.5% |
| 3M | +33.2% | +11.6% | +21.6% | +44.0% |
| 6M | +53.6% | -0.2% | +53.9% | +61.1% |
| YTD | +66.8% | +8.6% | +58.2% | +67.8% |
| 1Y | +17.5% | +15.9% | +1.6% | +19.8% |
| All | +17.5% | +14.7% | +2.8% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling