-37.5%
U vs STZ
-29.5%
-7.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +5.2% |
| 7D | +4.5% | -7.4% | +11.9% | +8.1% |
| 30D | -0.6% | -10.9% | +10.3% | +4.7% |
| 3M | +48.4% | -13.4% | +61.9% | +58.1% |
| 6M | +115.4% | -16.2% | +131.6% | +129.7% |
| YTD | -3.2% | -10.4% | +7.2% | -1.7% |
| 1Y | -6.0% | -14.8% | +8.7% | -2.2% |
| 3Y | +13.5% | -50.1% | +63.6% | +59.9% |
| 5Y | -68.0% | -38.8% | -29.2% | -56.7% |
| All | -37.5% | -29.5% | -7.9% | -4.5% |
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