+743.1%
SW vs STZ
+768.6%
-25.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.3% | +3.4% |
| 7D | +12.1% | +13.0% | -0.9% | +10.3% |
| 30D | +6.6% | +29.4% | -22.9% | +3.0% |
| 3M | -6.0% | +11.6% | -17.6% | -7.4% |
| 6M | +21.5% | -0.2% | +21.7% | +21.3% |
| YTD | +20.3% | +8.6% | +11.8% | +18.6% |
| 1Y | +28.1% | +15.9% | +12.2% | +25.2% |
| 3Y | +51.6% | -35.4% | +87.0% | +57.6% |
| 5Y | -0.1% | -26.9% | +26.7% | +2.2% |
| 10Y | +189.7% | +7.8% | +182.0% | +183.9% |
| All | +743.1% | +768.6% | -25.5% | +700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling