+33.2%
Q vs STZ
+6.9%
+26.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.2% |
| 7D | +6.6% | -0.9% | +7.5% | +6.3% |
| 30D | +2.7% | +14.9% | -12.2% | +5.4% |
| 3M | -8.4% | +8.4% | -16.8% | -5.9% |
| 6M | -17.3% | +2.8% | -20.1% | -14.6% |
| YTD | +55.3% | +7.5% | +47.8% | +50.2% |
| 1Y | +31.5% | +12.5% | +18.9% | +25.1% |
| All | +33.2% | +6.9% | +26.3% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling