+15.0%
PL vs STZ
+15.1%
-0.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.1% |
| 7D | +13.4% | -0.9% | +14.3% | +12.8% |
| 30D | -10.2% | +14.9% | -25.1% | -5.2% |
| 3M | -39.5% | +8.4% | -47.9% | -36.8% |
| 6M | -65.7% | +2.8% | -68.5% | -64.5% |
| YTD | -27.3% | +7.5% | -34.8% | -27.7% |
| 1Y | +15.0% | +12.5% | +2.4% | +20.2% |
| All | +15.0% | +15.1% | -0.1% | +20.2% |
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