+589.4%
SE vs STZ
-29.7%
+619.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -6.1% | -1.9% | -4.2% | -5.5% |
| 30D | -2.5% | -1.9% | -0.6% | -2.0% |
| 3M | +21.7% | -6.2% | +28.0% | +23.5% |
| 6M | +27.0% | -14.0% | +41.0% | +32.3% |
| YTD | -12.1% | -5.1% | -7.0% | -12.5% |
| 1Y | -40.9% | -9.6% | -31.3% | -40.3% |
| 3Y | +191.0% | -47.2% | +238.2% | +258.9% |
| 5Y | -68.3% | -33.6% | -34.7% | -64.6% |
| All | +589.4% | -29.7% | +619.1% | +573.8% |
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