+97.6%
ET vs STZ
-47.2%
+144.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.1% |
| 30D | +7.5% | -1.9% | +9.4% | +7.6% |
| 3M | +11.4% | -6.2% | +17.6% | +12.0% |
| 6M | +18.5% | -14.0% | +32.5% | +20.1% |
| YTD | +37.4% | -5.1% | +42.5% | +37.0% |
| 1Y | +30.9% | -9.6% | +40.5% | +31.3% |
| All | +97.6% | -47.2% | +144.8% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling