+220.4%
W vs STZ
+12.8%
+207.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -7.4% | -0.9% | -6.4% | -6.8% |
| 30D | +7.8% | +14.9% | -7.1% | -0.7% |
| 3M | +10.9% | +8.4% | +2.5% | +4.9% |
| 6M | +86.4% | +2.8% | +83.6% | +81.0% |
| YTD | +14.0% | +7.5% | +6.4% | +4.1% |
| 1Y | +3.5% | +12.5% | -9.0% | -8.5% |
| 3Y | +164.8% | -35.4% | +200.2% | +230.1% |
| 5Y | -53.1% | -29.3% | -23.8% | -44.3% |
| 10Y | +220.4% | +11.8% | +208.7% | +182.0% |
| All | +220.4% | +12.8% | +207.6% | +182.0% |
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 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