+123.8%
STX vs STZ
+14.7%
+109.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.5% | -4.7% |
| 7D | -20.2% | +13.0% | -33.2% | -13.1% |
| 30D | -37.2% | +29.4% | -66.6% | -26.2% |
| 3M | -34.1% | +11.6% | -45.6% | -27.2% |
| 6M | -24.5% | -0.2% | -24.2% | -18.1% |
| YTD | +102.9% | +8.6% | +94.4% | +112.3% |
| 1Y | +123.8% | +15.9% | +107.9% | +140.5% |
| All | +123.8% | +14.7% | +109.1% | +140.5% |
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