-29.8%
DOW vs STZ
-29.4%
-0.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -9.5% | +4.9% | -14.4% | -11.0% |
| 30D | +13.1% | +20.9% | -7.8% | +6.1% |
| 3M | +4.8% | +8.0% | -3.2% | +1.7% |
| 6M | -16.7% | -5.3% | -11.4% | -15.7% |
| YTD | +38.9% | +5.9% | +32.9% | +32.9% |
| 1Y | +48.3% | +14.2% | +34.1% | +37.7% |
| 3Y | -24.4% | -37.0% | +12.6% | -15.1% |
| All | -29.8% | -29.4% | -0.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling