-26.3%
U vs STZ
-14.6%
-11.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +24.4% | +5.3% | +19.0% | +21.4% |
| 30D | +7.4% | +19.6% | -12.2% | -1.5% |
| 3M | +16.8% | +10.0% | +6.8% | +11.0% |
| 6M | +78.8% | -0.3% | +79.0% | +77.0% |
| YTD | +14.0% | +8.6% | +5.4% | +5.4% |
| 1Y | +16.7% | +16.6% | +0.1% | +3.2% |
| 3Y | +86.4% | -34.8% | +121.2% | +127.9% |
| 5Y | -71.5% | -27.8% | -43.6% | -64.9% |
| All | -26.3% | -14.6% | -11.8% | +2.3% |
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 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