+1,744.2%
TER vs STZ
-14.3%
+1,758.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +6.3% |
| 7D | +11.0% | -7.4% | +18.3% | +13.9% |
| 30D | -1.9% | -10.9% | +9.0% | +1.9% |
| 3M | -0.7% | -13.4% | +12.8% | +3.6% |
| 6M | +36.4% | -16.2% | +52.6% | +44.0% |
| YTD | +92.4% | -10.4% | +102.9% | +95.9% |
| 1Y | +213.5% | -14.8% | +228.3% | +224.3% |
| 3Y | +277.2% | -50.1% | +327.4% | +377.7% |
| 5Y | +219.1% | -38.8% | +257.9% | +265.8% |
| 10Y | +1,744.2% | -14.1% | +1,758.3% | +1,723.8% |
| All | +1,744.2% | -14.3% | +1,758.6% | +1,723.8% |
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 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