+127.3%
STZ vs USFR
+28.5%
+98.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +11.8% | +0.1% | +11.7% | +11.8% |
| 30D | +26.0% | +0.4% | +25.6% | +25.9% |
| 3M | +11.5% | +1.1% | +10.5% | +11.4% |
| 6M | -2.0% | +2.0% | -4.0% | -2.2% |
| YTD | +7.9% | +3.4% | +4.5% | +7.4% |
| 1Y | +13.9% | +4.1% | +9.8% | +13.3% |
| 3Y | -35.8% | +14.4% | -50.3% | -37.0% |
| 5Y | -28.4% | +21.3% | -49.7% | -30.4% |
| 10Y | +7.1% | +28.4% | -21.4% | +3.0% |
| All | +127.3% | +28.5% | +98.8% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling