+64.3%
T vs STZ
-12.0%
+76.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -3.1% | -6.0% | +2.9% | -1.4% |
| 30D | +4.6% | -8.9% | +13.5% | +7.2% |
| 3M | +12.2% | -12.6% | +24.8% | +16.4% |
| 6M | -6.5% | -17.2% | +10.8% | -1.9% |
| YTD | +4.9% | -10.0% | +14.9% | +6.9% |
| 1Y | -10.5% | -14.3% | +3.8% | -7.7% |
| 3Y | +104.6% | -49.9% | +154.5% | +144.2% |
| 5Y | +64.2% | -38.2% | +102.4% | +81.5% |
| All | +64.3% | -12.0% | +76.3% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling