+37.6%
S vs STZ
+15.1%
+22.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.3% |
| 7D | +1.2% | -0.9% | +2.2% | +0.9% |
| 30D | -7.3% | +14.9% | -22.3% | -4.0% |
| 3M | +5.9% | +8.4% | -2.5% | +7.9% |
| 6M | +45.6% | +2.8% | +42.8% | +45.7% |
| YTD | +58.5% | +7.5% | +51.0% | +59.3% |
| 1Y | +37.6% | +12.5% | +25.1% | +48.4% |
| All | +37.6% | +15.1% | +22.5% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling