-53.2%
S vs STZ
-40.0%
-13.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -7.7% | -1.9% | -5.8% | -7.3% |
| 30D | -5.3% | -1.9% | -3.5% | -5.0% |
| 3M | +20.3% | -6.2% | +26.5% | +21.6% |
| 6M | +47.4% | -14.0% | +61.4% | +51.0% |
| YTD | +32.5% | -5.1% | +37.7% | +29.6% |
| 1Y | +9.5% | -9.6% | +19.1% | +8.7% |
| 3Y | +15.5% | -47.2% | +62.8% | +40.4% |
| 5Y | -71.2% | -33.6% | -37.6% | -66.9% |
| All | -53.2% | -40.0% | -13.2% | -54.3% |
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