+11.1%
PL vs STZ
-27.7%
+38.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -10.0% |
| 7D | -20.5% | +11.8% | -32.3% | -22.0% |
| 30D | -38.8% | +26.0% | -64.7% | -41.5% |
| 3M | -49.1% | +11.5% | -60.7% | -50.2% |
| 6M | -69.4% | -2.0% | -67.4% | -69.3% |
| YTD | -42.3% | +7.9% | -50.2% | -45.0% |
| 1Y | -14.2% | +13.9% | -28.1% | -19.9% |
| 3Y | +398.7% | -35.8% | +434.5% | +489.1% |
| 5Y | +11.1% | -28.4% | +39.6% | +14.0% |
| All | +11.1% | -27.7% | +38.9% | +14.0% |
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