+584.9%
XYZ vs STZ
+13.4%
+571.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -1.1% | +2.6% | -3.6% | -2.2% |
| 30D | +11.5% | +15.2% | -3.7% | +4.4% |
| 3M | +1.8% | +7.6% | -5.8% | -2.0% |
| 6M | +21.2% | +5.3% | +15.9% | +17.1% |
| YTD | +29.9% | +8.6% | +21.3% | +20.6% |
| 1Y | +35.8% | +15.6% | +20.2% | +21.5% |
| 3Y | +62.6% | -35.2% | +97.8% | +92.5% |
| 5Y | -62.8% | -29.1% | -33.7% | -57.8% |
| All | +584.9% | +13.4% | +571.5% | +580.7% |
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