+16.7%
U vs STZ
+17.1%
-0.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +24.4% | +5.3% | +19.0% | +24.1% |
| 30D | +7.4% | +19.6% | -12.2% | +6.7% |
| 3M | +16.8% | +10.0% | +6.8% | +16.5% |
| 6M | +78.8% | -0.3% | +79.0% | +77.9% |
| YTD | +14.0% | +8.6% | +5.4% | +12.7% |
| 1Y | +16.7% | +16.6% | +0.1% | +23.3% |
| All | +16.7% | +17.1% | -0.3% | +23.3% |
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