+14.2%
STZ vs SPXU
-21.6%
+35.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.8% |
| 7D | +4.9% | +7.6% | -2.6% | +4.7% |
| 30D | +20.9% | +17.5% | +3.4% | +20.2% |
| 3M | +8.0% | +14.7% | -6.7% | +7.4% |
| 6M | -5.3% | -0.1% | -5.2% | -5.6% |
| YTD | +5.9% | -19.8% | +25.7% | +5.0% |
| 1Y | +14.2% | -23.7% | +38.0% | +13.6% |
| All | +14.2% | -21.6% | +35.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling