-13.6%
SKDD vs STZ
+9.9%
-23.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.3% | +5.0% | -3.3% |
| 7D | +28.7% | +13.0% | +15.7% | -6.4% |
| 30D | +54.1% | +29.4% | +24.6% | -18.8% |
| 3M | -22.7% | +11.6% | -34.3% | -48.2% |
| All | -13.6% | +9.9% | -23.5% | -40.6% |
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 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 · Available span rolling