+199.8%
TER vs STZ
-10.2%
+210.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.6% |
| 30D | -8.3% | -1.9% | -6.4% | -8.6% |
| 3M | -12.2% | -6.2% | -6.0% | -12.1% |
| 6M | +17.0% | -14.0% | +31.0% | +19.7% |
| YTD | +84.6% | -5.1% | +89.7% | +85.2% |
| 1Y | +199.8% | -9.6% | +209.4% | +212.2% |
| All | +199.8% | -10.2% | +210.0% | +212.2% |
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