-37.0%
STZ vs SPXS
-79.2%
+42.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.9% |
| 7D | +4.9% | +7.5% | -2.6% | +5.8% |
| 30D | +20.9% | +17.5% | +3.4% | +23.0% |
| 3M | +8.0% | +14.7% | -6.7% | +9.7% |
| 6M | -5.3% | -0.1% | -5.2% | -5.2% |
| YTD | +5.9% | -19.7% | +25.7% | +3.5% |
| 1Y | +14.2% | -23.6% | +37.8% | +11.0% |
| 3Y | -37.0% | -79.2% | +42.2% | -50.9% |
| All | -37.0% | -79.2% | +42.2% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling