+11.2%
P vs STZ
+17.1%
-5.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +7.7% |
| 7D | -9.6% | +3.4% | -13.1% | -7.7% |
| 30D | -33.4% | +19.6% | -53.0% | -26.4% |
| 3M | +14.2% | +8.0% | +6.2% | +21.9% |
| 6M | +31.6% | -0.3% | +31.8% | +37.8% |
| YTD | +53.5% | +8.6% | +44.9% | +56.0% |
| All | +11.2% | +17.1% | -5.8% | +21.5% |
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 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