+104.4%
U vs STZ
-17.1%
+121.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -3.8% | -1.9% | -1.9% | -3.7% |
| 30D | +17.5% | -1.9% | +19.3% | +18.0% |
| 3M | +38.7% | -6.2% | +45.0% | +39.8% |
| 6M | +104.4% | -14.0% | +118.4% | +100.4% |
| All | +104.4% | -17.1% | +121.5% | +100.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling