+1,296.6%
ET vs STZ
+550.3%
+746.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -7.9% | +4.9% | -12.8% | -9.2% |
| 30D | -5.9% | +20.9% | -26.8% | -11.0% |
| 3M | -5.2% | +8.0% | -13.2% | -7.8% |
| 6M | +0.3% | -5.3% | +5.6% | +0.9% |
| YTD | +23.1% | +5.9% | +17.2% | +19.1% |
| 1Y | +22.7% | +14.2% | +8.5% | +16.0% |
| 3Y | +75.4% | -37.0% | +112.3% | +93.0% |
| 5Y | +202.6% | -29.7% | +232.3% | +219.3% |
| 10Y | +213.0% | +5.2% | +207.8% | +189.8% |
| All | +1,296.6% | +550.3% | +746.3% | +601.0% |
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