+92.5%
USB vs STZ
-36.0%
+128.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.5% | +11.8% | -13.3% | -3.6% |
| 30D | +4.3% | +26.0% | -21.7% | -0.4% |
| 3M | -6.1% | +11.5% | -17.6% | -8.3% |
| 6M | +9.4% | -2.0% | +11.4% | +9.4% |
| YTD | +15.2% | +7.9% | +7.3% | +12.1% |
| 1Y | +32.8% | +13.9% | +18.8% | +27.6% |
| All | +92.5% | -36.0% | +128.5% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling