+33.8%
SOLS vs STZ
-11.5%
+45.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.2% |
| 7D | +4.5% | -7.4% | +11.9% | +4.5% |
| 30D | +6.0% | -10.9% | +16.9% | +6.0% |
| 3M | -19.7% | -13.4% | -6.3% | -19.4% |
| 6M | -10.4% | -16.2% | +5.8% | -9.6% |
| YTD | +33.3% | -10.4% | +43.7% | +31.6% |
| All | +33.8% | -11.5% | +45.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling