-34.6%
DOW vs STZ
-50.3%
+15.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.1% | +2.2% |
| 7D | -2.9% | -7.4% | +4.5% | -0.7% |
| 30D | +2.0% | -10.9% | +12.8% | +5.4% |
| 3M | -12.5% | -13.4% | +0.9% | -8.9% |
| 6M | -9.2% | -16.2% | +7.0% | -5.3% |
| YTD | +30.8% | -10.4% | +41.2% | +31.8% |
| 1Y | +29.4% | -14.8% | +44.2% | +32.9% |
| 3Y | -34.6% | -50.1% | +15.6% | -21.6% |
| All | -34.6% | -50.3% | +15.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling