+588.0%
STX vs STZ
-37.2%
+625.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.6% |
| 7D | -28.5% | +4.9% | -33.4% | -27.6% |
| 30D | -42.9% | +20.9% | -63.8% | -40.9% |
| 3M | -45.9% | +8.0% | -53.9% | -44.5% |
| 6M | -41.3% | -5.3% | -36.0% | -39.6% |
| YTD | +67.9% | +5.9% | +62.0% | +69.4% |
| 1Y | +66.5% | +14.2% | +52.3% | +66.6% |
| 3Y | +588.0% | -37.0% | +624.9% | +626.0% |
| All | +588.0% | -37.2% | +625.1% | +626.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling