+3,154.3%
EQT vs STZ
+9,118.3%
-5,963.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.0% | -6.0% | +4.0% | -0.9% |
| 30D | +1.0% | -8.9% | +9.9% | +2.7% |
| 3M | +4.0% | -12.6% | +16.6% | +6.4% |
| 6M | -11.7% | -17.2% | +5.5% | -9.0% |
| YTD | +2.8% | -10.0% | +12.8% | +4.0% |
| 1Y | +10.0% | -14.3% | +24.3% | +12.1% |
| 3Y | +34.1% | -49.9% | +84.1% | +49.2% |
| 5Y | +195.3% | -38.2% | +233.5% | +215.7% |
| 10Y | +51.6% | -12.0% | +63.5% | +47.8% |
| All | +3,154.3% | +9,118.3% | -5,963.9% | +1,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling