+652.6%
P vs STZ
+11.6%
+641.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -13.3% | +5.3% | -18.7% | -14.7% |
| 30D | -34.0% | +19.6% | -53.6% | -38.0% |
| 3M | +4.1% | +10.0% | -5.9% | 0.0% |
| 6M | +30.5% | -0.3% | +30.7% | +28.3% |
| YTD | +52.2% | +8.6% | +43.6% | +41.9% |
| 1Y | +10.3% | +16.6% | -6.3% | -0.5% |
| 3Y | +180.9% | -34.8% | +215.6% | +213.1% |
| 5Y | +259.7% | -27.8% | +287.6% | +272.5% |
| 10Y | +652.6% | +12.5% | +640.1% | +531.5% |
| All | +652.6% | +11.6% | +641.1% | +531.5% |
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