+38.3%
S vs STZ
-34.9%
+73.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +2.0% |
| 30D | -2.7% | +15.2% | -17.9% | -2.9% |
| 3M | -6.9% | +7.6% | -14.5% | -7.0% |
| 6M | +38.1% | +5.3% | +32.8% | +37.9% |
| YTD | +48.0% | +8.6% | +39.4% | +44.6% |
| 1Y | +34.5% | +15.6% | +18.9% | +29.8% |
| 3Y | +38.3% | -35.2% | +73.5% | +43.0% |
| All | +38.3% | -34.9% | +73.2% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling