+1,458.7%
ET vs STZ
+482.5%
+976.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +7.5% | -1.9% | +9.4% | +7.9% |
| 3M | +11.4% | -6.2% | +17.6% | +13.0% |
| 6M | +18.5% | -14.0% | +32.5% | +22.7% |
| YTD | +37.4% | -5.1% | +42.5% | +37.7% |
| 1Y | +30.9% | -9.6% | +40.5% | +32.5% |
| 3Y | +98.7% | -47.2% | +146.0% | +130.8% |
| 5Y | +230.7% | -33.6% | +264.3% | +255.6% |
| 10Y | +175.6% | -9.8% | +185.3% | +167.2% |
| All | +1,458.7% | +482.5% | +976.2% | +710.0% |
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