-59.0%
SKUU vs STZ
+9.9%
-68.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.3% | -15.7% | +3.3% |
| 7D | -25.6% | +13.0% | -38.6% | +5.6% |
| 30D | -49.6% | +29.4% | -79.0% | +7.4% |
| 3M | -26.8% | +11.6% | -38.4% | +17.8% |
| All | -59.0% | +9.9% | -68.8% | -24.0% |
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