+823.3%
RF vs STZ
+9,621.1%
-8,797.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.3% | -1.9% | +3.2% | +2.0% |
| 30D | -3.6% | -1.9% | -1.7% | -3.2% |
| 3M | +8.1% | -6.2% | +14.3% | +10.0% |
| 6M | +11.5% | -14.0% | +25.5% | +16.4% |
| YTD | +15.6% | -5.1% | +20.7% | +16.3% |
| 1Y | +15.7% | -9.6% | +25.2% | +17.9% |
| 3Y | +86.9% | -47.2% | +134.1% | +123.8% |
| 5Y | +89.8% | -33.6% | +123.4% | +109.7% |
| 10Y | +344.7% | -9.8% | +354.5% | +341.8% |
| All | +823.3% | +9,621.1% | -8,797.8% | +281.4% |
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