+63.7%
SE vs STZ
-34.9%
+98.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | -20.9% | +15.2% | -36.1% | -22.1% |
| 3M | -38.9% | +7.6% | -46.5% | -39.3% |
| 6M | -19.4% | +5.3% | -24.7% | -20.1% |
| YTD | -40.9% | +8.6% | -49.6% | -42.3% |
| 1Y | -46.2% | +15.6% | -61.8% | -48.2% |
| 3Y | +63.7% | -35.2% | +98.9% | +74.6% |
| All | +63.7% | -34.9% | +98.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling