+694.3%
STZ vs UUUU
-92.0%
+786.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -6.2% | -16.7% | +10.5% | -5.8% |
| 6M | -14.0% | -33.7% | +19.6% | -13.0% |
| YTD | -5.1% | -0.5% | -4.6% | -6.2% |
| 1Y | -9.6% | +28.9% | -38.4% | -12.4% |
| 3Y | -47.2% | +99.9% | -147.1% | -50.9% |
| 5Y | -33.6% | +135.3% | -168.9% | -39.8% |
| 10Y | -9.8% | +518.4% | -528.1% | -25.7% |
| All | +694.3% | -92.0% | +786.3% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling