+449.7%
V vs STZ
+3.4%
+446.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +2.2% | +4.9% | -2.7% | +0.5% |
| 30D | +13.6% | +20.9% | -7.3% | +6.1% |
| 3M | +14.3% | +8.0% | +6.3% | +10.8% |
| 6M | +33.1% | -5.3% | +38.4% | +34.7% |
| YTD | +21.2% | +5.9% | +15.3% | +16.1% |
| 1Y | +26.4% | +14.2% | +12.2% | +17.2% |
| 3Y | +77.6% | -37.0% | +114.6% | +103.4% |
| 5Y | +102.6% | -29.7% | +132.3% | +117.4% |
| All | +449.7% | +3.4% | +446.3% | +397.2% |
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 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