-48.8%
S vs STZ
-33.1%
-15.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -13.4% | +4.9% | -18.3% | -14.4% |
| 30D | -14.0% | +20.9% | -34.9% | -17.9% |
| 3M | +4.9% | +8.0% | -3.1% | +2.7% |
| 6M | +42.0% | -5.3% | +47.3% | +43.1% |
| YTD | +45.1% | +5.9% | +39.2% | +38.1% |
| 1Y | +33.1% | +14.2% | +18.9% | +22.4% |
| 3Y | +40.6% | -37.0% | +77.6% | +59.0% |
| 5Y | -67.5% | -29.7% | -37.8% | -63.8% |
| All | -48.8% | -33.1% | -15.7% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling