+1,048.0%
STX vs STZ
-37.6%
+1,085.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.7% |
| 7D | -2.3% | -4.5% | +2.2% | -2.0% |
| 30D | -5.5% | -8.6% | +3.1% | -5.0% |
| 3M | -4.3% | -13.8% | +9.5% | -3.3% |
| 6M | +115.6% | -17.2% | +132.8% | +118.4% |
| YTD | +202.2% | -9.4% | +211.6% | +196.9% |
| 1Y | +325.3% | -11.9% | +337.2% | +320.4% |
| 3Y | +1,283.9% | -49.6% | +1,333.5% | +1,489.1% |
| All | +1,048.0% | -37.6% | +1,085.6% | +1,057.4% |
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