+23.1%
Q vs STZ
+5.3%
+17.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.0% |
| 7D | +0.3% | +4.9% | -4.6% | +1.3% |
| 30D | -9.8% | +20.9% | -30.7% | -7.2% |
| 3M | -12.2% | +8.0% | -20.2% | -10.0% |
| 6M | -21.6% | -5.3% | -16.3% | -19.1% |
| YTD | +43.6% | +5.9% | +37.6% | +38.5% |
| 1Y | +25.7% | +14.2% | +11.5% | +17.7% |
| All | +23.1% | +5.3% | +17.8% | +18.7% |
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