+13.9%
STZ vs Z
-58.6%
+72.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +10.0% | +0.7% |
| 7D | +11.8% | -2.3% | +14.0% | +12.0% |
| 30D | +26.0% | +9.4% | +16.6% | +25.0% |
| 3M | +11.5% | -16.1% | +27.6% | +12.4% |
| 6M | -2.0% | -30.4% | +28.5% | -0.8% |
| YTD | +7.9% | -55.6% | +63.5% | +11.5% |
| 1Y | +13.9% | -58.5% | +72.4% | +19.8% |
| All | +13.9% | -58.6% | +72.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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