+33.1%
V vs STZ
-4.7%
+37.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.2% | +4.9% | -2.7% | +1.1% |
| 30D | +13.6% | +20.9% | -7.3% | +9.4% |
| 3M | +14.3% | +8.0% | +6.3% | +12.5% |
| 6M | +33.1% | -5.3% | +38.4% | +33.0% |
| All | +33.1% | -4.7% | +37.8% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling