+32.6%
SOLS vs STZ
+14.7%
+17.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.9% | -5.9% |
| 7D | -8.8% | +13.0% | -21.8% | -7.7% |
| 30D | -0.6% | +29.4% | -30.0% | +0.3% |
| 3M | -9.0% | +11.6% | -20.6% | -8.1% |
| 6M | -28.7% | -0.2% | -28.4% | -27.2% |
| YTD | +19.2% | +8.6% | +10.6% | +17.0% |
| 1Y | +32.6% | +15.9% | +16.7% | +28.0% |
| All | +32.6% | +14.7% | +17.9% | +28.0% |
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 · 6 months rolling