+238.6%
P vs STZ
-29.7%
+268.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.5% |
| 7D | -23.8% | +4.9% | -28.7% | -23.7% |
| 30D | -36.6% | +20.9% | -57.5% | -36.7% |
| 3M | +10.9% | +8.0% | +2.9% | +11.2% |
| 6M | +30.0% | -5.3% | +35.3% | +31.6% |
| YTD | +44.4% | +5.9% | +38.5% | +42.0% |
| 1Y | +3.9% | +14.2% | -10.3% | +0.7% |
| 3Y | +176.6% | -37.0% | +213.6% | +196.6% |
| All | +238.6% | -29.7% | +268.3% | +288.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling