-6.0%
RMD vs STZ
-29.4%
+23.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +2.3% | +4.9% | -2.6% | +1.0% |
| 30D | +4.1% | +20.9% | -16.7% | -1.7% |
| 3M | +5.7% | +8.0% | -2.3% | +3.0% |
| 6M | +12.9% | -5.3% | +18.2% | +14.2% |
| YTD | -1.5% | +5.9% | -7.4% | -4.8% |
| 1Y | -4.8% | +14.2% | -19.0% | -10.4% |
| 3Y | +57.5% | -37.0% | +94.5% | +77.5% |
| All | -6.0% | -29.4% | +23.3% | -0.3% |
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 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