+21.1%
PL vs STZ
-29.7%
+50.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +10.6% |
| 7D | -6.8% | +4.9% | -11.7% | -7.6% |
| 30D | -29.3% | +20.9% | -50.2% | -32.0% |
| 3M | -44.8% | +8.0% | -52.7% | -45.7% |
| 6M | -68.4% | -5.3% | -63.1% | -68.1% |
| YTD | -36.4% | +5.9% | -42.3% | -39.2% |
| 1Y | +0.7% | +14.2% | -13.5% | -6.5% |
| 3Y | +455.3% | -37.0% | +492.3% | +557.3% |
| All | +21.1% | -29.7% | +50.8% | +21.0% |
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