+634.6%
XYZ vs STZ
+11.6%
+623.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.6% | +5.3% | +7.3% | +10.2% |
| 30D | +10.8% | +19.6% | -8.8% | +1.9% |
| 3M | +8.4% | +10.0% | -1.6% | +3.3% |
| 6M | +14.3% | -0.3% | +14.6% | +13.4% |
| YTD | +31.5% | +8.6% | +22.9% | +22.1% |
| 1Y | +28.1% | +16.6% | +11.5% | +14.1% |
| 3Y | +66.2% | -34.8% | +101.0% | +95.9% |
| 5Y | -62.3% | -27.8% | -34.5% | -57.7% |
| 10Y | +634.6% | +12.5% | +622.1% | +643.4% |
| All | +634.6% | +11.6% | +623.0% | +643.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling