+21.4%
UL vs STZ
-36.5%
+57.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.2% |
| 7D | -1.3% | -7.4% | +6.1% | +0.4% |
| 30D | +0.9% | -10.9% | +11.8% | +3.5% |
| 3M | +14.2% | -13.4% | +27.7% | +17.7% |
| 6M | -3.2% | -16.2% | +13.0% | +0.2% |
| YTD | -0.3% | -10.4% | +10.1% | +1.3% |
| 1Y | -8.8% | -14.8% | +6.0% | -6.4% |
| 3Y | +23.9% | -50.1% | +74.0% | +43.6% |
| 5Y | +21.4% | -38.8% | +60.1% | +34.0% |
| All | +21.4% | -36.5% | +57.9% | +34.0% |
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