+649.0%
P vs STZ
+12.6%
+636.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | +17.8% | 0.0% | +17.8% | +17.8% |
| 30D | -29.9% | +14.7% | -44.6% | -33.3% |
| 3M | -1.2% | +8.8% | -10.0% | -4.8% |
| 6M | +32.1% | +3.1% | +29.1% | +28.5% |
| YTD | +64.3% | +7.9% | +56.4% | +53.3% |
| 1Y | +24.3% | +14.2% | +10.1% | +13.0% |
| 3Y | +203.2% | -35.2% | +238.4% | +238.8% |
| 5Y | +290.4% | -29.6% | +320.0% | +309.0% |
| All | +649.0% | +12.6% | +636.4% | +487.3% |
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