+252.7%
ELV vs STZ
-12.0%
+264.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -2.2% | -6.0% | +3.8% | -0.1% |
| 30D | -0.2% | -8.9% | +8.7% | +2.9% |
| 3M | -6.1% | -12.6% | +6.4% | -2.1% |
| 6M | +42.8% | -17.2% | +60.0% | +50.8% |
| YTD | +14.4% | -10.0% | +24.4% | +16.0% |
| 1Y | +28.6% | -14.3% | +42.9% | +32.6% |
| 3Y | -7.4% | -49.9% | +42.5% | +15.2% |
| 5Y | +14.5% | -38.2% | +52.7% | +28.6% |
| All | +252.7% | -12.0% | +264.7% | +245.1% |
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