+534.7%
QQQ vs STZ
+13.4%
+521.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +3.6% | +2.6% | +1.1% | +2.9% |
| 30D | -6.7% | +15.2% | -21.9% | -10.6% |
| 3M | -7.0% | +7.6% | -14.7% | -9.4% |
| 6M | -4.7% | +5.3% | -9.9% | -7.0% |
| YTD | +11.1% | +8.6% | +2.4% | +6.0% |
| 1Y | +12.3% | +15.6% | -3.3% | +4.8% |
| 3Y | +83.3% | -35.2% | +118.5% | +103.2% |
| 5Y | +77.5% | -29.1% | +106.6% | +89.4% |
| All | +534.7% | +13.4% | +521.3% | +476.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling