-70.0%
U vs STZ
-27.6%
-42.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.5% |
| 7D | +32.3% | +3.4% | +28.9% | +29.7% |
| 30D | +9.7% | +19.6% | -9.9% | -1.3% |
| 3M | +19.6% | +8.0% | +11.6% | +13.5% |
| 6M | +82.6% | -0.3% | +82.9% | +80.3% |
| YTD | +16.4% | +8.6% | +7.9% | +5.0% |
| 1Y | +28.5% | +17.3% | +11.1% | +8.8% |
| 3Y | +103.8% | -34.7% | +138.5% | +163.8% |
| 5Y | -70.0% | -27.6% | -42.4% | -66.5% |
| All | -70.0% | -27.6% | -42.4% | -66.5% |
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 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