-32.8%
STZ vs USFR
+20.4%
-53.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | -1.9% | +0.3% | -2.2% | -1.4% |
| 3M | -6.2% | +1.0% | -7.2% | -4.8% |
| 6M | -14.0% | +1.9% | -16.0% | -11.3% |
| YTD | -5.1% | +2.6% | -7.7% | -1.0% |
| 1Y | -9.6% | +4.0% | -13.6% | -3.5% |
| 3Y | -47.2% | +14.1% | -61.3% | -30.7% |
| All | -32.8% | +20.4% | -53.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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