+449.6%
P vs STZ
+30.9%
+418.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.6% | -15.8% | -16.2% |
| 7D | -31.9% | +11.8% | -43.7% | -34.4% |
| 30D | -36.5% | +26.0% | -62.5% | -41.5% |
| 3M | +11.6% | +11.5% | 0.0% | +6.6% |
| 6M | +25.2% | -2.0% | +27.2% | +23.7% |
| YTD | +39.4% | +7.9% | +31.6% | +30.3% |
| 1Y | -3.7% | +13.9% | -17.6% | -12.2% |
| 3Y | +167.3% | -35.8% | +203.1% | +199.0% |
| 5Y | +237.3% | -28.4% | +265.8% | +250.5% |
| 10Y | +698.6% | +7.1% | +691.6% | +571.2% |
| All | +449.6% | +30.9% | +418.8% | +378.4% |
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