-6.0%
U vs STZ
-16.0%
+9.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.2% |
| 7D | +4.5% | -7.4% | +11.9% | +5.3% |
| 30D | -0.6% | -10.9% | +10.3% | +0.7% |
| 3M | +48.4% | -13.4% | +61.9% | +50.5% |
| 6M | +115.4% | -16.2% | +131.6% | +116.4% |
| YTD | -3.2% | -10.4% | +7.2% | -5.3% |
| 1Y | -6.0% | -14.8% | +8.7% | -10.4% |
| All | -6.0% | -16.0% | +9.9% | -10.4% |
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