-6.4%
T vs STZ
+14.7%
-21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.3% | +0.9% |
| 7D | +5.5% | +13.0% | -7.5% | +2.8% |
| 30D | -8.9% | +29.4% | -38.3% | -13.3% |
| 3M | -5.6% | +11.6% | -17.2% | -8.0% |
| 6M | -14.3% | -0.2% | -14.1% | -15.5% |
| YTD | -7.9% | +8.6% | -16.5% | -9.7% |
| 1Y | -6.4% | +15.9% | -22.3% | -9.8% |
| All | -6.4% | +14.7% | -21.1% | -9.8% |
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 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