+240.0%
SPOT vs STZ
-50.3%
+290.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -2.2% |
| 7D | -2.9% | -7.4% | +4.5% | -2.4% |
| 30D | +8.3% | -10.9% | +19.2% | +9.0% |
| 3M | +5.1% | -13.4% | +18.5% | +5.8% |
| 6M | -6.5% | -16.2% | +9.7% | -5.8% |
| YTD | -9.0% | -10.4% | +1.5% | -9.1% |
| 1Y | -26.4% | -14.8% | -11.6% | -26.2% |
| 3Y | +240.0% | -50.1% | +290.2% | +266.2% |
| All | +240.0% | -50.3% | +290.3% | +266.2% |
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