-64.8%
SPCH vs STZ
-3.1%
-61.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.8% | +18.6% | +15.0% |
| 7D | -3.0% | +4.9% | -7.9% | +2.0% |
| 30D | -39.8% | +20.9% | -60.7% | -28.1% |
| 3M | +16.8% | +8.0% | +8.8% | +28.1% |
| All | -64.8% | -3.1% | -61.6% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling