+476.2%
STX vs STZ
-29.4%
+505.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | +14.6% | +2.6% | +12.0% | +14.7% |
| 30D | -26.0% | +15.2% | -41.2% | -25.9% |
| 3M | -42.6% | +7.6% | -50.3% | -42.3% |
| 6M | -35.3% | +5.3% | -40.5% | -34.9% |
| YTD | +92.5% | +8.6% | +83.8% | +89.2% |
| 1Y | +102.4% | +15.6% | +86.8% | +96.0% |
| 3Y | +673.8% | -35.2% | +709.0% | +757.4% |
| All | +476.2% | -29.4% | +505.5% | +534.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling