+0.1%
DOW vs STZ
0.0%
+0.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +5.2% | +2.6% | +2.7% | +3.9% |
| 30D | +13.2% | +15.2% | -2.0% | +5.1% |
| 3M | +10.1% | +7.6% | +2.4% | +5.2% |
| 6M | -13.1% | +5.3% | -18.3% | -16.6% |
| YTD | +46.1% | +8.6% | +37.5% | +35.1% |
| 1Y | +50.0% | +15.6% | +34.5% | +33.8% |
| 3Y | -20.2% | -35.2% | +14.9% | -4.8% |
| 5Y | -27.7% | -29.1% | +1.4% | -20.9% |
| All | +0.1% | 0.0% | +0.1% | -6.9% |
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