+542.4%
QQQ vs STZ
+12.6%
+529.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +6.4% | 0.0% | +6.3% | +6.3% |
| 30D | -7.5% | +14.7% | -22.2% | -11.2% |
| 3M | -4.8% | +8.8% | -13.6% | -7.6% |
| 6M | -2.5% | +3.1% | -5.6% | -4.2% |
| YTD | +12.4% | +7.9% | +4.5% | +7.5% |
| 1Y | +11.3% | +14.2% | -2.8% | +4.3% |
| 3Y | +85.0% | -35.2% | +120.2% | +105.0% |
| 5Y | +79.6% | -29.6% | +109.2% | +92.1% |
| All | +542.4% | +12.6% | +529.8% | +484.6% |
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 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