+24.3%
W vs STZ
+14.7%
+9.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.3% | +5.7% | +10.6% |
| 7D | +8.4% | +13.0% | -4.6% | +7.8% |
| 30D | +16.5% | +29.4% | -12.9% | +15.4% |
| 3M | +6.4% | +11.6% | -5.1% | +5.7% |
| 6M | +90.5% | -0.2% | +90.8% | +88.3% |
| YTD | +23.1% | +8.6% | +14.5% | +14.0% |
| 1Y | +24.3% | +15.9% | +8.3% | +7.6% |
| All | +24.3% | +14.7% | +9.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling