+37.0%
SOLS vs STZ
+7.3%
+29.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | +14.0% | +2.6% | +11.4% | +14.3% |
| 30D | +10.0% | +15.2% | -5.2% | +11.5% |
| 3M | +5.8% | +7.6% | -1.8% | +7.3% |
| 6M | -25.2% | +5.3% | -30.5% | -23.8% |
| YTD | +36.5% | +8.6% | +27.9% | +36.7% |
| 1Y | +45.0% | +15.6% | +29.5% | +49.3% |
| All | +37.0% | +7.3% | +29.7% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling