+42.1%
RF vs STZ
-29.7%
+71.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.4% |
| 30D | +6.0% | +20.9% | -14.8% | -0.4% |
| 3M | -8.9% | +8.0% | -16.9% | -11.5% |
| 6M | +2.3% | -5.3% | +7.6% | +3.6% |
| YTD | +7.6% | +5.9% | +1.6% | +3.7% |
| 1Y | +21.2% | +14.2% | +6.9% | +13.5% |
| 3Y | +108.5% | -37.0% | +145.5% | +137.6% |
| All | +42.1% | -29.7% | +71.8% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling