+142.0%
W vs STZ
-37.2%
+179.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.8% |
| 7D | -3.6% | +4.9% | -8.5% | -5.2% |
| 30D | +7.0% | +20.9% | -13.9% | -0.5% |
| 3M | +7.4% | +8.0% | -0.6% | +3.9% |
| 6M | +69.3% | -5.3% | +74.6% | +72.1% |
| YTD | +11.3% | +5.9% | +5.4% | +3.4% |
| 1Y | +13.2% | +14.2% | -1.0% | +0.2% |
| 3Y | +142.0% | -37.0% | +179.0% | +204.9% |
| All | +142.0% | -37.2% | +179.2% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling