+2,956.9%
SPY vs STZ
+7,486.8%
-4,529.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -2.7% | +4.9% | -7.6% | -3.7% |
| 30D | -5.4% | +20.9% | -26.3% | -9.3% |
| 3M | -4.1% | +8.0% | -12.1% | -6.0% |
| 6M | +0.7% | -5.3% | +6.0% | +1.2% |
| YTD | +8.7% | +5.9% | +2.7% | +6.0% |
| 1Y | +10.9% | +14.2% | -3.3% | +6.3% |
| 3Y | +75.0% | -37.0% | +112.0% | +88.2% |
| 5Y | +67.8% | -29.7% | +97.5% | +75.8% |
| 10Y | +312.9% | +5.2% | +307.7% | +290.3% |
| All | +2,956.9% | +7,486.8% | -4,529.9% | +1,420.2% |
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 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