+4,590.6%
SO vs STZ
+9,621.1%
-5,030.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.2% | -1.9% | +1.8% | +0.1% |
| 30D | -4.6% | -1.9% | -2.7% | -4.4% |
| 3M | -3.0% | -6.2% | +3.2% | -2.3% |
| 6M | -8.3% | -14.0% | +5.8% | -6.5% |
| YTD | +3.5% | -5.1% | +8.6% | +3.8% |
| 1Y | -0.9% | -9.6% | +8.6% | -0.1% |
| 3Y | +45.4% | -47.2% | +92.6% | +57.2% |
| 5Y | +59.6% | -33.6% | +93.2% | +66.8% |
| 10Y | +156.6% | -9.8% | +166.4% | +154.4% |
| All | +4,590.6% | +9,621.1% | -5,030.5% | +3,063.8% |
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