+526.5%
P vs STZ
+30.5%
+496.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | -31.4% | +14.9% | -46.4% | -34.8% |
| 3M | -2.6% | +8.4% | -11.1% | -6.1% |
| 6M | +21.9% | +2.8% | +19.1% | +18.7% |
| YTD | +58.9% | +7.5% | +51.4% | +48.6% |
| 1Y | +21.7% | +12.5% | +9.2% | +11.5% |
| 3Y | +193.3% | -35.4% | +228.7% | +226.9% |
| 5Y | +275.1% | -29.3% | +304.4% | +292.0% |
| 10Y | +655.3% | +11.8% | +643.5% | +528.6% |
| All | +526.5% | +30.5% | +496.0% | +445.7% |
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