-19.6%
RMD vs STZ
-32.8%
+13.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.4% |
| 30D | +2.2% | -1.9% | +4.1% | +2.6% |
| 3M | +17.8% | -6.2% | +24.1% | +19.7% |
| 6M | -11.3% | -14.0% | +2.7% | -7.9% |
| YTD | -4.4% | -5.1% | +0.7% | -4.4% |
| 1Y | -15.7% | -9.6% | -6.2% | -14.5% |
| 3Y | +47.7% | -47.2% | +95.0% | +77.3% |
| All | -19.6% | -32.8% | +13.1% | -10.4% |
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 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