+599.5%
XYZ vs STZ
+3.4%
+596.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.6% |
| 7D | +12.1% | +4.9% | +7.2% | +9.9% |
| 30D | +12.4% | +20.9% | -8.5% | +2.8% |
| 3M | +8.2% | +8.0% | +0.2% | +4.0% |
| 6M | +20.7% | -5.3% | +26.0% | +22.6% |
| YTD | +31.3% | +5.9% | +25.4% | +23.4% |
| 1Y | +20.5% | +14.2% | +6.3% | +8.4% |
| 3Y | +72.6% | -37.0% | +109.6% | +106.9% |
| 5Y | -64.0% | -29.7% | -34.3% | -59.1% |
| All | +599.5% | +3.4% | +596.1% | +592.2% |
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