+67.7%
T vs STZ
-33.3%
+101.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.3% | -1.9% | +0.7% | -0.8% |
| 30D | +11.4% | -1.9% | +13.2% | +11.8% |
| 3M | +14.3% | -6.2% | +20.5% | +15.9% |
| 6M | -9.3% | -14.0% | +4.7% | -6.4% |
| YTD | +7.1% | -5.1% | +12.2% | +7.4% |
| 1Y | -9.1% | -9.6% | +0.5% | -7.9% |
| 3Y | +105.3% | -47.2% | +152.6% | +139.0% |
| All | +67.7% | -33.3% | +101.0% | +73.7% |
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