+302.3%
ETR vs STZ
-13.0%
+315.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | +0.4% | -6.0% | +6.4% | +2.3% |
| 30D | +2.0% | -8.9% | +10.9% | +4.9% |
| 3M | -1.7% | -12.6% | +10.9% | +2.2% |
| 6M | +3.6% | -17.2% | +20.8% | +9.3% |
| YTD | +18.0% | -10.0% | +28.1% | +20.2% |
| 1Y | +26.2% | -14.3% | +40.5% | +30.2% |
| 3Y | +148.0% | -49.9% | +197.9% | +204.6% |
| 5Y | +126.1% | -38.2% | +164.3% | +153.1% |
| 10Y | +302.3% | -12.0% | +314.3% | +271.2% |
| All | +302.3% | -13.0% | +315.3% | +271.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling