-62.3%
XYZ vs STZ
-29.4%
-32.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -2.2% | -0.9% | -1.2% | -1.8% |
| 30D | +11.6% | +14.9% | -3.3% | +5.6% |
| 3M | +8.4% | +8.4% | 0.0% | +4.8% |
| 6M | +17.2% | +2.8% | +14.3% | +15.1% |
| YTD | +31.7% | +7.5% | +24.2% | +23.0% |
| 1Y | +30.1% | +12.5% | +17.5% | +18.0% |
| 3Y | +66.4% | -35.4% | +101.9% | +100.6% |
| All | -62.3% | -29.4% | -32.9% | -58.6% |
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