+231.4%
EW vs STZ
+9.8%
+221.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +11.0% | +4.9% | +6.1% | +9.4% |
| 30D | +19.1% | +20.9% | -1.8% | +12.2% |
| 3M | +14.4% | +8.0% | +6.4% | +11.3% |
| 6M | +22.8% | -5.3% | +28.1% | +23.9% |
| YTD | +19.8% | +5.9% | +13.9% | +15.5% |
| 1Y | +23.9% | +14.2% | +9.7% | +16.2% |
| 3Y | +52.2% | -37.0% | +89.2% | +70.7% |
| 5Y | -13.9% | -29.7% | +15.8% | -8.7% |
| All | +231.4% | +9.8% | +221.6% | +183.9% |
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 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