+485.4%
P vs STZ
+15.1%
+470.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +6.5% | -1.9% | +8.5% | +7.2% |
| 30D | +18.8% | -1.9% | +20.7% | +19.4% |
| 3M | +26.7% | -6.2% | +33.0% | +28.5% |
| 6M | +62.2% | -14.0% | +76.2% | +67.9% |
| YTD | +48.5% | -5.1% | +53.6% | +46.0% |
| 1Y | +26.4% | -9.6% | +36.0% | +26.1% |
| 3Y | +159.4% | -47.2% | +206.6% | +215.1% |
| 5Y | +275.8% | -33.6% | +309.4% | +299.2% |
| 10Y | +732.0% | -9.8% | +741.8% | +647.3% |
| All | +485.4% | +15.1% | +470.2% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling