+3.5%
W vs STZ
+15.1%
-11.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -7.4% | -0.9% | -6.4% | -7.3% |
| 30D | +7.8% | +14.9% | -7.1% | +7.2% |
| 3M | +10.9% | +8.4% | +2.5% | +10.2% |
| 6M | +86.4% | +2.8% | +83.6% | +85.0% |
| YTD | +14.0% | +7.5% | +6.4% | +4.8% |
| 1Y | +3.5% | +12.5% | -9.0% | -10.4% |
| All | +3.5% | +15.1% | -11.6% | -10.4% |
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