-32.8%
STZ vs UUUU
+126.1%
-158.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | -6.2% | -16.7% | +10.5% | -5.7% |
| 6M | -14.0% | -33.7% | +19.6% | -12.8% |
| YTD | -5.1% | -0.5% | -4.6% | -6.6% |
| 1Y | -9.6% | +28.9% | -38.4% | -13.6% |
| 3Y | -47.2% | +99.9% | -147.1% | -52.6% |
| All | -32.8% | +126.1% | -158.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling