-50.5%
SE vs STZ
+17.1%
-67.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +5.3% | -5.3% | +0.5% |
| 30D | -19.4% | +19.6% | -39.0% | -17.9% |
| 3M | -33.1% | +10.0% | -43.1% | -32.3% |
| 6M | -11.4% | -0.3% | -11.2% | -11.2% |
| YTD | -39.8% | +8.6% | -48.4% | -38.3% |
| 1Y | -50.5% | +16.6% | -67.1% | -45.7% |
| All | -50.5% | +17.1% | -67.5% | -45.7% |
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