+1,898.9%
UL vs STZ
+10,752.7%
-8,853.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +1.1% | +4.9% | -3.8% | +0.3% |
| 30D | +8.2% | +20.9% | -12.6% | +4.7% |
| 3M | +4.5% | +8.0% | -3.4% | +3.1% |
| 6M | +12.6% | -5.3% | +17.8% | +13.4% |
| YTD | +3.5% | +5.9% | -2.4% | +2.0% |
| 1Y | -0.4% | +14.2% | -14.6% | -3.3% |
| 3Y | +36.0% | -37.0% | +73.0% | +44.9% |
| 5Y | +30.9% | -29.7% | +60.6% | +36.4% |
| 10Y | +97.5% | +5.2% | +92.4% | +87.6% |
| All | +1,898.9% | +10,752.7% | -8,853.7% | +1,050.8% |
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