-4.9%
EQT vs STZ
+14.7%
-19.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.2% |
| 7D | -6.6% | +13.0% | -19.6% | -6.7% |
| 30D | +2.7% | +29.4% | -26.7% | +2.5% |
| 3M | -0.2% | +11.6% | -11.7% | -0.4% |
| 6M | -10.6% | -0.2% | -10.3% | -11.2% |
| YTD | -1.2% | +8.6% | -9.7% | -1.8% |
| 1Y | -4.9% | +15.9% | -20.8% | -8.7% |
| All | -4.9% | +14.7% | -19.6% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling