+53.4%
T vs STZ
-29.7%
+83.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.0% | +4.9% | -3.9% | -0.2% |
| 30D | -10.6% | +20.9% | -31.5% | -14.5% |
| 3M | -7.7% | +8.0% | -15.7% | -9.6% |
| 6M | -13.3% | -5.3% | -8.0% | -12.7% |
| YTD | -8.8% | +5.9% | -14.7% | -11.0% |
| 1Y | -8.4% | +14.2% | -22.6% | -12.4% |
| 3Y | +59.6% | -37.0% | +96.6% | +76.0% |
| All | +53.4% | -29.7% | +83.1% | +58.5% |
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