+202.8%
TER vs STZ
-33.3%
+236.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -8.3% | -1.9% | -6.4% | -8.2% |
| 3M | -12.2% | -6.2% | -6.0% | -11.4% |
| 6M | +17.1% | -14.0% | +31.1% | +21.9% |
| YTD | +84.7% | -5.1% | +89.8% | +83.9% |
| 1Y | +199.9% | -9.6% | +209.5% | +203.2% |
| 3Y | +232.8% | -47.2% | +280.0% | +305.2% |
| All | +202.8% | -33.3% | +236.1% | +230.2% |
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 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