+271.8%
ELV vs STZ
-10.3%
+282.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.8% |
| 7D | +0.9% | -4.1% | +5.0% | +2.3% |
| 30D | +7.2% | -7.6% | +14.8% | +10.0% |
| 3M | +3.4% | -12.3% | +15.7% | +7.8% |
| 6M | +48.6% | -16.3% | +64.9% | +56.4% |
| YTD | +20.6% | -8.4% | +28.9% | +21.5% |
| 1Y | +38.5% | -10.8% | +49.3% | +40.7% |
| 3Y | -2.4% | -49.0% | +46.6% | +20.7% |
| 5Y | +25.3% | -36.5% | +61.8% | +39.3% |
| All | +271.8% | -10.3% | +282.1% | +261.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling