-0.1%
SW vs STZ
-26.9%
+26.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.3% | +2.6% |
| 7D | +12.1% | +13.0% | -0.9% | +8.4% |
| 30D | +6.6% | +29.4% | -22.9% | -0.8% |
| 3M | -6.0% | +11.6% | -17.6% | -8.9% |
| 6M | +21.5% | -0.2% | +21.7% | +21.0% |
| YTD | +20.3% | +8.6% | +11.8% | +16.1% |
| 1Y | +28.1% | +15.9% | +12.2% | +21.3% |
| 3Y | +51.6% | -35.4% | +87.0% | +61.5% |
| 5Y | -0.1% | -26.9% | +26.7% | +1.8% |
| All | -0.1% | -26.9% | +26.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling