+8,652.1%
STX vs STZ
+1,331.5%
+7,320.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -28.5% | +4.9% | -33.4% | -29.7% |
| 30D | -42.9% | +20.9% | -63.8% | -46.5% |
| 3M | -45.9% | +8.0% | -53.9% | -47.9% |
| 6M | -41.3% | -5.3% | -36.0% | -41.8% |
| YTD | +67.9% | +5.9% | +62.0% | +58.7% |
| 1Y | +66.5% | +14.2% | +52.3% | +53.3% |
| 3Y | +588.0% | -37.0% | +624.9% | +653.2% |
| 5Y | +449.1% | -29.7% | +478.8% | +474.2% |
| 10Y | +1,982.8% | +5.2% | +1,977.7% | +1,713.1% |
| All | +8,652.1% | +1,331.5% | +7,320.6% | +3,099.3% |
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