-54.2%
W vs STZ
-29.7%
-24.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.5% |
| 7D | -3.6% | +4.9% | -8.5% | -5.9% |
| 30D | +7.0% | +20.9% | -13.9% | -3.7% |
| 3M | +7.4% | +8.0% | -0.6% | +2.2% |
| 6M | +69.3% | -5.3% | +74.6% | +73.0% |
| YTD | +11.3% | +5.9% | +5.4% | +1.5% |
| 1Y | +13.2% | +14.2% | -1.0% | -2.8% |
| 3Y | +142.0% | -37.0% | +179.0% | +221.8% |
| All | -54.2% | -29.7% | -24.5% | -36.5% |
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