+18.5%
ET vs STZ
-17.1%
+35.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.0% |
| 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% | +19.8% |
| All | +18.5% | -17.1% | +35.6% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling