+108.7%
USB vs STZ
-9.8%
+118.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +1.4% | -1.9% | +3.4% | +2.3% |
| 30D | -1.3% | -1.9% | +0.6% | -0.8% |
| 3M | +15.2% | -6.2% | +21.5% | +17.7% |
| 6M | +18.8% | -14.0% | +32.8% | +25.4% |
| YTD | +21.0% | -5.1% | +26.1% | +21.3% |
| 1Y | +34.0% | -9.6% | +43.6% | +36.6% |
| 3Y | +95.3% | -47.2% | +142.6% | +149.2% |
| 5Y | +40.4% | -33.6% | +73.9% | +57.5% |
| All | +108.7% | -9.8% | +118.5% | +106.1% |
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