+543.0%
XYZ vs STZ
+25.0%
+518.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +9.2% | +11.8% | -2.6% | +4.1% |
| 30D | +9.8% | +26.0% | -16.2% | -1.1% |
| 3M | -0.2% | +11.5% | -11.7% | -5.3% |
| 6M | +18.0% | -2.0% | +19.9% | +17.9% |
| YTD | +29.1% | +7.9% | +21.3% | +20.8% |
| 1Y | +14.1% | +13.9% | +0.2% | +3.5% |
| 3Y | +72.6% | -35.8% | +108.5% | +103.7% |
| 5Y | -64.6% | -28.4% | -36.2% | -60.2% |
| 10Y | +590.0% | +7.1% | +582.9% | +554.0% |
| All | +543.0% | +25.0% | +518.0% | +518.7% |
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 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