+1,363.1%
STZ vs SPXS
-100.0%
+1,463.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.2% | -13.9% | +2.7% |
| 7D | +11.8% | +14.3% | -2.5% | +15.9% |
| 30D | +26.0% | +19.4% | +6.5% | +32.0% |
| 3M | +11.5% | +16.2% | -4.7% | +16.3% |
| 6M | -2.0% | -3.4% | +1.5% | -2.2% |
| YTD | +7.9% | -19.1% | +26.9% | +3.3% |
| 1Y | +13.9% | -20.5% | +34.4% | +8.9% |
| 3Y | -35.8% | -79.1% | +43.3% | -54.4% |
| 5Y | -28.4% | -81.6% | +53.2% | -45.2% |
| 10Y | +7.1% | -99.5% | +106.6% | -61.2% |
| All | +1,363.1% | -100.0% | +1,463.1% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling