+634.6%
P vs STZ
+13.4%
+621.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +11.6% | +2.6% | +9.1% | +10.8% |
| 30D | -23.7% | +15.2% | -38.9% | -27.5% |
| 3M | -8.0% | +7.6% | -15.6% | -11.0% |
| 6M | +27.9% | +5.3% | +22.6% | +23.6% |
| YTD | +61.2% | +8.6% | +52.5% | +50.1% |
| 1Y | +28.6% | +15.6% | +13.1% | +16.5% |
| 3Y | +200.5% | -35.2% | +235.6% | +236.1% |
| 5Y | +282.9% | -29.1% | +312.0% | +300.3% |
| All | +634.6% | +13.4% | +621.2% | +474.8% |
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