-48.4%
SE vs STZ
+12.3%
-60.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.7% |
| 7D | -7.7% | -0.9% | -6.8% | -7.8% |
| 30D | -22.8% | +14.9% | -37.8% | -21.9% |
| 3M | -43.7% | +8.4% | -52.2% | -43.2% |
| 6M | -12.8% | +2.8% | -15.6% | -12.6% |
| YTD | -42.0% | +7.5% | -49.5% | -41.6% |
| All | -48.4% | +12.3% | -60.7% | -46.1% |
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