+71.7%
TER vs STZ
-29.4%
+101.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +14.4% | +2.6% | +11.8% | +13.9% |
| 30D | -30.6% | +15.2% | -45.8% | -32.7% |
| 3M | -39.2% | +7.6% | -46.8% | -40.2% |
| 6M | -31.3% | +5.3% | -36.5% | -32.4% |
| YTD | +29.1% | +8.6% | +20.4% | +24.5% |
| 1Y | +47.4% | +15.6% | +31.9% | +38.9% |
| 3Y | +191.2% | -35.2% | +226.4% | +230.5% |
| All | +71.7% | -29.4% | +101.0% | +85.2% |
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