-29.8%
STZ vs TECH
-41.0%
+11.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | +15.2% | +0.4% | +14.8% | +15.1% |
| 3M | +7.6% | +1.0% | +6.7% | +7.5% |
| 6M | +5.3% | +62.7% | -57.4% | -3.6% |
| YTD | +8.6% | +24.3% | -15.7% | +3.3% |
| 1Y | +15.6% | +20.5% | -4.9% | +10.5% |
| 3Y | -35.2% | +29.3% | -64.5% | -40.3% |
| All | -29.8% | -41.0% | +11.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling