-10.2%
DOW vs STZ
-15.6%
+5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.1% |
| 7D | -2.4% | -4.1% | +1.7% | -0.4% |
| 30D | -4.1% | -7.6% | +3.5% | -0.6% |
| 3M | -12.4% | -12.3% | -0.1% | -7.2% |
| 6M | -10.6% | -16.3% | +5.7% | -4.2% |
| YTD | +31.1% | -8.4% | +39.4% | +32.6% |
| 1Y | +30.5% | -10.8% | +41.3% | +33.7% |
| 3Y | -34.4% | -49.0% | +14.6% | -10.7% |
| 5Y | -35.5% | -36.5% | +1.0% | -25.9% |
| All | -10.2% | -15.6% | +5.4% | -8.6% |
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 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