-47.3%
STZ vs SPXU
-81.1%
+33.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.7% |
| 3M | -6.2% | -4.7% | -1.5% | -6.5% |
| 6M | -14.0% | -29.6% | +15.6% | -17.4% |
| YTD | -5.1% | -29.9% | +24.8% | -8.9% |
| 1Y | -9.6% | -39.1% | +29.5% | -14.8% |
| All | -47.3% | -81.1% | +33.8% | -59.3% |
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