+63.6%
SLB vs STZ
-10.2%
+73.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | -1.9% | +2.8% | +1.3% |
| 30D | +15.8% | -1.9% | +17.7% | +16.0% |
| 3M | -0.3% | -6.2% | +5.9% | +1.0% |
| 6M | +21.3% | -14.0% | +35.4% | +25.4% |
| YTD | +52.3% | -5.1% | +57.4% | +51.0% |
| 1Y | +63.6% | -9.6% | +73.2% | +63.3% |
| All | +63.6% | -10.2% | +73.8% | +63.3% |
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