+2,926.4%
V vs STZ
+703.9%
+2,222.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | +2.0% | -1.9% | +3.8% | +2.5% |
| 3M | +17.4% | -6.2% | +23.6% | +19.4% |
| 6M | +17.5% | -14.0% | +31.5% | +22.2% |
| YTD | +7.6% | -5.1% | +12.7% | +7.7% |
| 1Y | +7.7% | -9.6% | +17.3% | +9.2% |
| 3Y | +54.7% | -47.2% | +101.9% | +84.5% |
| 5Y | +73.0% | -33.6% | +106.6% | +88.7% |
| 10Y | +390.9% | -9.8% | +400.6% | +365.7% |
| All | +2,926.4% | +703.9% | +2,222.5% | +1,187.7% |
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