-29.8%
STZ vs USFR
+21.4%
-51.2%
-56.1%
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 | +2.6% | +0.1% | +2.5% | +2.7% |
| 30D | +15.2% | +0.4% | +14.8% | +15.9% |
| 3M | +7.6% | +1.1% | +6.6% | +9.6% |
| 6M | +5.3% | +2.0% | +3.2% | +8.8% |
| YTD | +8.6% | +3.5% | +5.2% | +15.0% |
| 1Y | +15.6% | +4.1% | +11.5% | +23.4% |
| 3Y | -35.2% | +14.4% | -49.5% | -15.1% |
| All | -29.8% | +21.4% | -51.2% | +17.8% |
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