+14.8%
W vs STZ
-16.0%
+30.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.4% |
| 7D | +6.5% | -7.4% | +13.9% | +6.3% |
| 30D | -6.2% | -10.9% | +4.7% | -6.5% |
| 3M | +48.9% | -13.4% | +62.3% | +47.9% |
| 6M | +31.2% | -16.2% | +47.4% | +29.5% |
| YTD | -0.4% | -10.4% | +10.0% | -3.7% |
| 1Y | +14.8% | -14.8% | +29.6% | +10.8% |
| All | +14.8% | -16.0% | +30.8% | +10.8% |
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