-24.7%
U vs STZ
-16.7%
-8.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.3% |
| 7D | +36.6% | +4.9% | +31.7% | +33.5% |
| 30D | +13.3% | +20.9% | -7.6% | +3.3% |
| 3M | +26.2% | +8.0% | +18.2% | +20.9% |
| 6M | +88.7% | -5.3% | +94.0% | +91.4% |
| YTD | +16.6% | +5.9% | +10.6% | +9.0% |
| 1Y | +29.0% | +14.2% | +14.7% | +15.0% |
| 3Y | +99.5% | -37.0% | +136.5% | +148.2% |
| 5Y | -66.1% | -29.7% | -36.4% | -57.8% |
| All | -24.7% | -16.7% | -8.0% | +5.8% |
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