+12.5%
STZ vs SPXS
-99.5%
+112.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | +5.3% | +0.4% | +4.9% | +5.8% |
| 30D | +19.6% | +10.8% | +8.8% | +22.7% |
| 3M | +10.0% | +9.6% | +0.3% | +12.7% |
| 6M | -0.3% | -4.7% | +4.5% | -0.7% |
| YTD | +8.6% | -24.6% | +33.1% | +2.8% |
| 1Y | +16.6% | -24.6% | +41.1% | +10.6% |
| 3Y | -34.8% | -79.8% | +45.0% | -52.9% |
| 5Y | -27.8% | -83.3% | +55.5% | -44.8% |
| 10Y | +12.5% | -99.5% | +112.0% | -59.6% |
| All | +12.5% | -99.5% | +112.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling