+16.4%
ELV vs STZ
-36.5%
+53.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.3% | -0.1% |
| 7D | -0.3% | -7.4% | +7.1% | +1.4% |
| 30D | +2.0% | -10.9% | +12.9% | +4.5% |
| 3M | -3.5% | -13.4% | +9.9% | -0.6% |
| 6M | +40.2% | -16.2% | +56.4% | +44.7% |
| YTD | +15.8% | -10.4% | +26.3% | +16.3% |
| 1Y | +33.2% | -14.8% | +47.9% | +35.4% |
| 3Y | -6.2% | -50.1% | +43.9% | +11.9% |
| 5Y | +16.4% | -38.8% | +55.2% | +21.8% |
| All | +16.4% | -36.5% | +53.0% | +21.8% |
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