-40.5%
SE vs STZ
-16.0%
-24.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +0.9% |
| 7D | +0.6% | -7.4% | +8.0% | +0.4% |
| 30D | -0.1% | -10.9% | +10.8% | -0.4% |
| 3M | +34.1% | -13.4% | +47.6% | +33.3% |
| 6M | +23.2% | -16.2% | +39.4% | +22.5% |
| YTD | -11.2% | -10.4% | -0.7% | -12.9% |
| 1Y | -40.5% | -14.8% | -25.8% | -39.5% |
| All | -40.5% | -16.0% | -24.5% | -39.5% |
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