+762.3%
RF vs STZ
+10,950.7%
-10,188.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.6% | +11.8% | -13.4% | -5.3% |
| 30D | +5.0% | +26.0% | -20.9% | -2.9% |
| 3M | -10.0% | +11.5% | -21.5% | -13.6% |
| 6M | +3.3% | -2.0% | +5.3% | +3.3% |
| YTD | +7.9% | +7.9% | +0.1% | +3.8% |
| 1Y | +21.2% | +13.9% | +7.3% | +14.3% |
| 3Y | +105.8% | -35.8% | +141.7% | +130.2% |
| 5Y | +43.7% | -28.4% | +72.2% | +54.4% |
| 10Y | +289.4% | +7.1% | +282.4% | +265.4% |
| All | +762.3% | +10,950.7% | -10,188.4% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling