-9.6%
STZ vs UUUU
+27.9%
-37.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.9% | -1.4% | -0.6% | -1.9% |
| 30D | -1.9% | +16.3% | -18.2% | -1.9% |
| 3M | -6.2% | -16.7% | +10.5% | -6.2% |
| 6M | -14.0% | -33.7% | +19.6% | -14.0% |
| YTD | -5.1% | -0.5% | -4.6% | -4.5% |
| 1Y | -9.6% | +28.9% | -38.4% | -7.9% |
| All | -9.6% | +27.9% | -37.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling