+1,123.2%
STZ vs SPXU
-100.0%
+1,223.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.6% |
| 3M | -6.2% | -4.7% | -1.5% | -7.1% |
| 6M | -14.0% | -29.6% | +15.6% | -21.0% |
| YTD | -5.1% | -29.9% | +24.8% | -12.9% |
| 1Y | -9.6% | -39.1% | +29.5% | -19.7% |
| 3Y | -47.2% | -80.0% | +32.8% | -63.3% |
| 5Y | -33.6% | -86.0% | +52.5% | -53.5% |
| 10Y | -9.8% | -99.5% | +89.8% | -69.9% |
| All | +1,123.2% | -100.0% | +1,223.2% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling