+147.8%
SW vs STZ
-9.8%
+157.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -5.1% | -1.9% | -3.2% | -4.6% |
| 30D | -4.6% | -1.9% | -2.7% | -4.1% |
| 3M | +9.4% | -6.2% | +15.6% | +11.1% |
| 6M | +3.5% | -14.0% | +17.5% | +7.2% |
| YTD | +22.0% | -5.1% | +27.2% | +22.6% |
| 1Y | +2.2% | -9.6% | +11.8% | +4.0% |
| 3Y | +19.6% | -47.2% | +66.8% | +37.3% |
| 5Y | -2.3% | -33.6% | +31.2% | +4.5% |
| All | +147.8% | -9.8% | +157.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling