-39.0%
U vs STZ
-25.4%
-13.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -3.8% | -1.9% | -1.9% | -2.9% |
| 30D | +17.5% | -1.9% | +19.3% | +18.5% |
| 3M | +38.7% | -6.2% | +45.0% | +42.5% |
| 6M | +104.4% | -14.0% | +118.4% | +116.1% |
| YTD | -5.7% | -5.1% | -0.6% | -6.6% |
| 1Y | +3.7% | -9.6% | +13.2% | +5.2% |
| 3Y | +12.3% | -47.2% | +59.6% | +54.4% |
| 5Y | -68.8% | -33.6% | -35.2% | -58.8% |
| All | -39.0% | -25.4% | -13.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling