+44.2%
STZ vs Z
+22.6%
+21.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.1% | +4.4% |
| 7D | +13.0% | +10.2% | +2.8% | +11.9% |
| 30D | +29.4% | +23.7% | +5.7% | +26.6% |
| 3M | +11.6% | -6.6% | +18.1% | +12.0% |
| 6M | -0.2% | -23.0% | +22.8% | +1.9% |
| YTD | +8.6% | -50.3% | +58.9% | +15.1% |
| 1Y | +15.9% | -53.6% | +69.5% | +23.7% |
| 3Y | -35.4% | -10.1% | -25.4% | -36.8% |
| 5Y | -26.9% | -49.8% | +22.9% | -26.3% |
| 10Y | +7.8% | -1.6% | +9.4% | -9.6% |
| All | +44.2% | +22.6% | +21.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling