+125.6%
EW vs STZ
-13.0%
+138.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.1% | -6.0% | +0.9% | -3.3% |
| 30D | -6.4% | -8.9% | +2.5% | -3.8% |
| 3M | -1.6% | -12.6% | +11.0% | +2.1% |
| 6M | +2.3% | -17.2% | +19.5% | +7.3% |
| YTD | +1.1% | -10.0% | +11.1% | +2.6% |
| 1Y | +8.0% | -14.3% | +22.3% | +11.0% |
| 3Y | +16.3% | -49.9% | +66.3% | +41.1% |
| 5Y | -29.4% | -38.2% | +8.8% | -22.3% |
| 10Y | +125.6% | -12.0% | +137.6% | +103.8% |
| All | +125.6% | -13.0% | +138.7% | +103.8% |
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 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