-69.4%
U vs STZ
-33.3%
-36.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.8% | -1.9% | -1.9% | -2.7% |
| 30D | +17.5% | -1.9% | +19.3% | +18.7% |
| 3M | +38.7% | -6.2% | +45.0% | +43.2% |
| 6M | +104.4% | -14.0% | +118.4% | +118.5% |
| YTD | -5.7% | -5.1% | -0.6% | -7.3% |
| 1Y | +3.7% | -9.6% | +13.2% | +5.0% |
| 3Y | +12.3% | -47.2% | +59.6% | +71.1% |
| All | -69.4% | -33.3% | -36.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling