+18.4%
U vs STZ
+14.7%
+3.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +4.5% |
| 7D | +7.5% | +13.0% | -5.5% | +6.7% |
| 30D | -7.0% | +29.4% | -36.5% | -8.9% |
| 3M | +20.6% | +11.6% | +9.0% | +19.8% |
| 6M | +53.2% | -0.2% | +53.4% | +52.7% |
| YTD | -3.9% | +8.6% | -12.4% | -7.2% |
| 1Y | +18.4% | +15.9% | +2.4% | +12.3% |
| All | +18.4% | +14.7% | +3.6% | +12.3% |
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