+15.7%
RF vs STZ
-10.2%
+25.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | -3.6% | -1.9% | -1.7% | -3.4% |
| 3M | +8.1% | -6.2% | +14.3% | +9.0% |
| 6M | +11.5% | -14.0% | +25.5% | +14.0% |
| YTD | +15.6% | -5.1% | +20.7% | +15.3% |
| 1Y | +15.7% | -9.6% | +25.2% | +15.1% |
| All | +15.7% | -10.2% | +25.9% | +15.1% |
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