+56.4%
V vs STZ
-47.3%
+103.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.7% | -1.9% | +0.2% | -1.5% |
| 30D | +2.0% | -1.9% | +3.8% | +2.2% |
| 3M | +17.4% | -6.2% | +23.6% | +18.1% |
| 6M | +17.5% | -14.0% | +31.5% | +19.2% |
| YTD | +7.6% | -5.1% | +12.7% | +7.0% |
| 1Y | +7.7% | -9.6% | +17.3% | +7.9% |
| All | +56.4% | -47.3% | +103.7% | +67.0% |
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