+82.3%
PL vs STZ
-33.3%
+115.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -9.3% | -1.9% | -7.4% | -8.9% |
| 30D | -18.9% | -1.9% | -17.0% | -18.6% |
| 3M | -58.4% | -6.2% | -52.1% | -58.1% |
| 6M | -30.3% | -14.0% | -16.3% | -28.6% |
| YTD | -8.1% | -5.1% | -3.0% | -10.1% |
| 1Y | +180.5% | -9.6% | +190.1% | +178.2% |
| 3Y | +444.1% | -47.2% | +491.4% | +582.0% |
| All | +82.3% | -33.3% | +115.6% | +110.6% |
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