+32.8%
USB vs STZ
+15.5%
+17.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.5% | +11.8% | -13.3% | -3.2% |
| 30D | +4.3% | +26.0% | -21.7% | +0.6% |
| 3M | -6.1% | +11.5% | -17.6% | -7.8% |
| 6M | +9.4% | -2.0% | +11.4% | +9.1% |
| YTD | +15.2% | +7.9% | +7.3% | +12.1% |
| 1Y | +32.8% | +13.9% | +18.8% | +30.8% |
| All | +32.8% | +15.5% | +17.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling