-2.0%
STZ vs REPL
+562.9%
-564.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.7% |
| 7D | +11.8% | +15.1% | -3.3% | +12.0% |
| 30D | +26.0% | +51.1% | -25.1% | +26.9% |
| 3M | +11.5% | +69.2% | -57.7% | +12.5% |
| 6M | -2.0% | +597.6% | -599.5% | +1.4% |
| All | -2.0% | +562.9% | -564.9% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling