+252.8%
SPOT vs STZ
-37.4%
+290.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -3.1% | -4.5% | +1.4% | -2.0% |
| 30D | +7.4% | -8.6% | +16.0% | +9.8% |
| 3M | +8.2% | -13.8% | +21.9% | +12.0% |
| 6M | +2.2% | -17.2% | +19.4% | +6.5% |
| YTD | -9.5% | -9.4% | -0.1% | -8.6% |
| 1Y | -23.8% | -11.9% | -12.0% | -22.7% |
| 3Y | +233.5% | -49.6% | +283.1% | +292.5% |
| 5Y | +112.2% | -37.2% | +149.4% | +131.3% |
| All | +252.8% | -37.4% | +290.2% | +264.4% |
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 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