+3,094.0%
SPY vs STZ
+6,695.8%
-3,601.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | +0.1% | -1.9% | +1.9% | +0.4% |
| 3M | +2.0% | -6.2% | +8.2% | +3.1% |
| 6M | +13.0% | -14.0% | +27.0% | +16.0% |
| YTD | +13.5% | -5.1% | +18.7% | +13.7% |
| 1Y | +20.0% | -9.6% | +29.5% | +21.1% |
| 3Y | +77.2% | -47.2% | +124.4% | +98.4% |
| 5Y | +81.9% | -33.6% | +115.5% | +93.4% |
| 10Y | +314.1% | -9.8% | +323.8% | +305.0% |
| All | +3,094.0% | +6,695.8% | -3,601.7% | +1,530.3% |
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