-55.9%
W vs STZ
-29.4%
-26.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +0.2% | +2.6% | -2.4% | -1.2% |
| 30D | +6.8% | +15.2% | -8.4% | -1.2% |
| 3M | +10.7% | +7.6% | +3.0% | +5.7% |
| 6M | +86.3% | +5.3% | +81.1% | +79.2% |
| YTD | +11.5% | +8.6% | +2.8% | +0.3% |
| 1Y | +5.1% | +15.6% | -10.5% | -10.0% |
| 3Y | +171.0% | -35.2% | +206.2% | +254.4% |
| All | -55.9% | -29.4% | -26.5% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling