-68.9%
XYZ vs STZ
-33.3%
-35.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.0% | -1.9% | +1.0% | -0.2% |
| 30D | -1.7% | -1.9% | +0.2% | -1.1% |
| 3M | +16.7% | -6.2% | +23.0% | +19.1% |
| 6M | +26.9% | -14.0% | +40.9% | +32.9% |
| YTD | +27.1% | -5.1% | +32.3% | +25.0% |
| 1Y | +9.3% | -9.6% | +18.8% | +9.8% |
| 3Y | +42.3% | -47.2% | +89.5% | +91.4% |
| All | -68.9% | -33.3% | -35.6% | -62.7% |
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 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