+9.1%
SPY vs STZ
+14.2%
-5.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | -2.7% | +4.9% | -7.6% | -2.6% |
| 30D | -5.4% | +20.9% | -26.3% | -5.1% |
| 3M | -4.1% | +8.0% | -12.1% | -3.8% |
| 6M | +0.7% | -5.3% | +6.0% | +1.0% |
| YTD | +8.7% | +5.9% | +2.7% | +7.5% |
| All | +9.1% | +14.2% | -5.1% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling