-32.8%
STZ vs REPL
-54.3%
+21.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.9% | -3.0% | +1.0% | -1.9% |
| 30D | -1.9% | +27.1% | -29.0% | -1.9% |
| 3M | -6.2% | +52.4% | -58.6% | -6.2% |
| 6M | -14.0% | +107.4% | -121.5% | -14.4% |
| YTD | -5.1% | +54.7% | -59.9% | -5.4% |
| 1Y | -9.6% | +158.9% | -168.4% | -10.4% |
| 3Y | -47.2% | -23.7% | -23.5% | -47.6% |
| All | -32.8% | -54.3% | +21.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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