+5,524.7%
USB vs STZ
+11,021.8%
-5,497.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.5% |
| 7D | +2.4% | +13.0% | -10.6% | -0.8% |
| 30D | +6.6% | +29.4% | -22.9% | -0.4% |
| 3M | -4.1% | +11.6% | -15.7% | -7.1% |
| 6M | +12.5% | -0.2% | +12.7% | +11.9% |
| YTD | +17.6% | +8.6% | +9.1% | +13.9% |
| 1Y | +36.5% | +15.9% | +20.6% | +29.8% |
| 3Y | +95.4% | -35.4% | +130.8% | +113.0% |
| 5Y | +26.1% | -26.9% | +53.0% | +33.0% |
| 10Y | +101.3% | +7.8% | +93.5% | +90.9% |
| All | +5,524.7% | +11,021.8% | -5,497.1% | +2,729.2% |
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