+217.0%
W vs STZ
+11.6%
+205.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +1.1% | +5.3% | -4.3% | -1.6% |
| 30D | +6.4% | +19.6% | -13.2% | -4.2% |
| 3M | +9.0% | +10.0% | -1.0% | +2.3% |
| 6M | +69.8% | -0.3% | +70.1% | +68.1% |
| YTD | +12.1% | +8.6% | +3.5% | +1.9% |
| 1Y | 0.0% | +16.6% | -16.6% | -13.5% |
| 3Y | +160.3% | -34.8% | +195.1% | +222.8% |
| 5Y | -53.3% | -27.8% | -25.5% | -45.2% |
| 10Y | +217.0% | +12.5% | +204.4% | +177.2% |
| All | +217.0% | +11.6% | +205.4% | +177.2% |
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