-35.2%
STZ vs SPXU
-80.6%
+45.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.8% |
| 7D | +2.6% | -7.6% | +10.1% | +1.8% |
| 30D | +15.2% | +5.3% | +9.9% | +15.9% |
| 3M | +7.6% | +9.6% | -2.0% | +8.9% |
| 6M | +5.3% | -4.5% | +9.8% | +5.0% |
| YTD | +8.6% | -25.9% | +34.5% | +5.3% |
| 1Y | +15.6% | -28.9% | +44.4% | +11.4% |
| 3Y | -35.2% | -80.5% | +45.3% | -50.9% |
| All | -35.2% | -80.6% | +45.4% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling