+67.7%
UL vs STZ
-13.0%
+80.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -3.2% | -6.0% | +2.8% | -1.8% |
| 30D | -0.6% | -8.9% | +8.3% | +1.5% |
| 3M | +9.4% | -12.6% | +22.0% | +12.8% |
| 6M | -4.1% | -17.2% | +13.1% | -0.2% |
| YTD | -2.0% | -10.0% | +8.0% | -0.3% |
| 1Y | -9.0% | -14.3% | +5.3% | -6.5% |
| 3Y | +21.8% | -49.9% | +71.7% | +40.9% |
| 5Y | +20.6% | -38.2% | +58.8% | +31.4% |
| 10Y | +67.7% | -12.0% | +79.7% | +54.7% |
| All | +67.7% | -13.0% | +80.8% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling