+87.5%
U vs STZ
-34.9%
+122.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +2.6% | +2.6% | 0.0% | +1.7% |
| 30D | +27.6% | +15.2% | +12.4% | +21.4% |
| 3M | +15.3% | +7.6% | +7.7% | +12.1% |
| 6M | +96.4% | +5.3% | +91.1% | +91.5% |
| YTD | +19.6% | +8.6% | +10.9% | +12.1% |
| 1Y | +42.1% | +15.6% | +26.5% | +28.7% |
| 3Y | +87.5% | -35.2% | +122.7% | +125.9% |
| All | +87.5% | -34.9% | +122.4% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling