+4.3%
QQQ vs STZ
+15.5%
-11.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -6.6% |
| 7D | -9.5% | +11.8% | -21.3% | -8.3% |
| 30D | -14.8% | +26.0% | -40.8% | -12.8% |
| 3M | -9.7% | +11.5% | -21.2% | -8.3% |
| 6M | -4.9% | -2.0% | -2.9% | -4.0% |
| YTD | +5.7% | +7.9% | -2.2% | +5.2% |
| 1Y | +4.3% | +13.9% | -9.6% | +3.6% |
| All | +4.3% | +15.5% | -11.2% | +3.6% |
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 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