+755.0%
SW vs STZ
+659.2%
+95.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -5.1% | -1.9% | -3.2% | -4.9% |
| 30D | -4.6% | -1.9% | -2.7% | -4.4% |
| 3M | +9.4% | -6.2% | +15.6% | +10.2% |
| 6M | +3.5% | -14.0% | +17.5% | +5.3% |
| YTD | +22.0% | -5.1% | +27.2% | +22.5% |
| 1Y | +2.2% | -9.6% | +11.8% | +3.2% |
| 3Y | +19.6% | -47.2% | +66.8% | +27.5% |
| 5Y | -2.3% | -33.6% | +31.2% | +1.4% |
| 10Y | +181.4% | -9.8% | +191.1% | +181.0% |
| All | +755.0% | +659.2% | +95.8% | +727.3% |
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 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