-46.8%
STZ vs Z
-33.7%
-13.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.7% |
| 30D | -1.9% | -4.2% | +2.3% | -1.7% |
| 3M | -6.2% | -3.7% | -2.5% | -6.2% |
| 6M | -14.0% | -24.5% | +10.5% | -12.5% |
| YTD | -5.1% | -49.3% | +44.2% | -0.4% |
| 1Y | -9.6% | -58.7% | +49.1% | -3.4% |
| All | -46.8% | -33.7% | -13.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling