+264.0%
SPOT vs STZ
-34.4%
+298.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | +12.5% | -1.9% | +14.4% | +13.0% |
| 3M | +9.9% | -6.2% | +16.1% | +11.5% |
| 6M | +1.6% | -14.0% | +15.6% | +4.8% |
| YTD | -6.6% | -5.1% | -1.5% | -6.8% |
| 1Y | -22.9% | -9.6% | -13.4% | -22.2% |
| 3Y | +244.3% | -47.2% | +291.5% | +300.7% |
| 5Y | +117.8% | -33.6% | +151.4% | +134.0% |
| All | +264.0% | -34.4% | +298.5% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling