+20.7%
XYZ vs STZ
+14.7%
+6.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.3% | +10.0% | +14.9% |
| 7D | +16.5% | +13.0% | +3.5% | +16.3% |
| 30D | +15.0% | +29.4% | -14.5% | +15.3% |
| 3M | +3.5% | +11.6% | -8.1% | +3.5% |
| 6M | +21.9% | -0.2% | +22.1% | +20.7% |
| YTD | +34.6% | +8.6% | +26.1% | +31.7% |
| 1Y | +20.7% | +15.9% | +4.8% | +14.5% |
| All | +20.7% | +14.7% | +6.0% | +14.5% |
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 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