+38.1%
Q vs STZ
+15.6%
+22.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +1.2% | +2.6% | -1.4% | +1.7% |
| 30D | -2.7% | +15.2% | -17.9% | +0.5% |
| 3M | -16.9% | +7.6% | -24.6% | -14.2% |
| 6M | -26.9% | +5.3% | -32.1% | -24.1% |
| YTD | +45.2% | +8.6% | +36.6% | +42.6% |
| 1Y | +38.1% | +15.6% | +22.6% | +32.3% |
| All | +38.1% | +15.6% | +22.6% | +32.3% |
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