-36.2%
DOW vs STZ
-32.8%
-3.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +0.4% | -1.9% | +2.3% | +0.8% |
| 3M | -14.4% | -6.2% | -8.2% | -12.9% |
| 6M | -7.0% | -14.0% | +7.0% | -3.2% |
| YTD | +30.2% | -5.1% | +35.3% | +29.5% |
| 1Y | +29.2% | -9.6% | +38.8% | +30.9% |
| 3Y | -36.7% | -47.2% | +10.5% | -23.7% |
| All | -36.2% | -32.8% | -3.5% | -34.8% |
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