+27.1%
SW vs STZ
+15.5%
+11.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.7% | +11.8% | -7.1% | +1.9% |
| 30D | +5.0% | +26.0% | -21.0% | -0.8% |
| 3M | -7.3% | +11.5% | -18.9% | -9.7% |
| 6M | +15.0% | -2.0% | +16.9% | +14.6% |
| YTD | +18.5% | +7.9% | +10.7% | +11.5% |
| 1Y | +27.1% | +13.9% | +13.2% | +16.3% |
| All | +27.1% | +15.5% | +11.6% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling