-54.3%
S vs STZ
-43.4%
-10.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.4% | -1.0% |
| 7D | -5.8% | -7.4% | +1.6% | -4.2% |
| 30D | -9.2% | -10.9% | +1.7% | -6.8% |
| 3M | +23.4% | -13.4% | +36.8% | +27.1% |
| 6M | +36.9% | -16.2% | +53.1% | +40.8% |
| YTD | +29.5% | -10.4% | +40.0% | +28.4% |
| 1Y | +5.4% | -14.8% | +20.2% | +6.1% |
| 3Y | +14.7% | -50.1% | +64.8% | +41.2% |
| 5Y | -71.5% | -38.8% | -32.7% | -67.4% |
| All | -54.3% | -43.4% | -10.9% | -54.8% |
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