+11.9%
U vs STZ
-49.9%
+61.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.4% | -6.0% | +10.4% | +6.7% |
| 30D | -1.3% | -8.9% | +7.6% | +2.0% |
| 3M | +49.6% | -12.6% | +62.1% | +56.7% |
| 6M | +100.2% | -17.2% | +117.4% | +111.6% |
| YTD | -3.7% | -10.0% | +6.3% | -3.4% |
| 1Y | -6.5% | -14.3% | +7.8% | -4.0% |
| All | +11.9% | -49.9% | +61.8% | +43.5% |
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 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