-44.9%
S vs STZ
-31.4%
-13.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | +5.3% | -4.0% | +0.3% |
| 30D | -10.8% | +19.6% | -30.4% | -14.5% |
| 3M | +5.4% | +10.0% | -4.6% | +2.9% |
| 6M | +41.2% | -0.3% | +41.5% | +40.7% |
| YTD | +56.2% | +8.6% | +47.6% | +47.9% |
| 1Y | +36.3% | +16.6% | +19.7% | +25.0% |
| 3Y | +49.4% | -34.8% | +84.2% | +67.0% |
| 5Y | -66.9% | -27.8% | -39.0% | -63.4% |
| All | -44.9% | -31.4% | -13.5% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling