+195.6%
EQT vs STZ
-36.9%
+232.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.4% |
| 30D | +1.1% | -7.6% | +8.7% | +2.6% |
| 3M | +4.8% | -12.3% | +17.1% | +7.3% |
| 6M | -10.6% | -16.3% | +5.7% | -7.9% |
| YTD | +3.4% | -8.4% | +11.8% | +3.6% |
| 1Y | +8.7% | -10.8% | +19.5% | +9.3% |
| 3Y | +35.0% | -49.0% | +83.9% | +58.9% |
| All | +195.6% | -36.9% | +232.5% | +204.7% |
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 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