+92.7%
USB vs STZ
+5.3%
+87.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.5% | +11.8% | -13.3% | -6.1% |
| 30D | +4.3% | +26.0% | -21.7% | -5.6% |
| 3M | -6.1% | +11.5% | -17.6% | -10.8% |
| 6M | +9.4% | -2.0% | +11.4% | +9.3% |
| YTD | +15.2% | +7.9% | +7.3% | +8.9% |
| 1Y | +32.8% | +13.9% | +18.8% | +22.2% |
| 3Y | +91.3% | -35.8% | +127.1% | +122.6% |
| 5Y | +22.7% | -28.4% | +51.1% | +33.6% |
| All | +92.7% | +5.3% | +87.4% | +81.0% |
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 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