+109.3%
RF vs STZ
-36.0%
+145.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.6% | +11.8% | -13.4% | -4.1% |
| 30D | +5.0% | +26.0% | -20.9% | -0.3% |
| 3M | -10.0% | +11.5% | -21.5% | -12.4% |
| 6M | +3.3% | -2.0% | +5.3% | +3.4% |
| YTD | +7.9% | +7.9% | +0.1% | +4.9% |
| 1Y | +21.2% | +13.9% | +7.3% | +16.3% |
| All | +109.3% | -36.0% | +145.3% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling