+32.1%
SOLS vs STZ
-6.3%
+38.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.6% | +3.8% |
| 7D | +0.3% | -1.9% | +2.2% | +0.3% |
| 30D | +2.1% | -1.9% | +4.0% | +2.1% |
| 3M | -24.1% | -6.2% | -17.9% | -23.8% |
| 6M | -15.0% | -14.0% | -1.0% | -14.3% |
| YTD | +31.6% | -5.1% | +36.7% | +30.1% |
| All | +32.1% | -6.3% | +38.4% | +29.8% |
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 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