+533.2%
XYZ vs STZ
+10.0%
+523.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.0% | -1.9% | +1.0% | -0.1% |
| 30D | -1.7% | -1.9% | +0.2% | -1.1% |
| 3M | +16.7% | -6.2% | +23.0% | +19.4% |
| 6M | +26.9% | -14.0% | +40.9% | +33.7% |
| YTD | +27.1% | -5.1% | +32.3% | +26.2% |
| 1Y | +9.3% | -9.6% | +18.8% | +10.7% |
| 3Y | +42.3% | -47.2% | +89.5% | +84.8% |
| 5Y | -69.3% | -33.6% | -35.7% | -64.4% |
| 10Y | +586.8% | -9.8% | +596.6% | +595.3% |
| All | +533.2% | +10.0% | +523.2% | +546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling