+151.5%
EXC vs STZ
-14.3%
+165.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +2.6% |
| 7D | +1.2% | -7.4% | +8.6% | +3.8% |
| 30D | -2.7% | -10.9% | +8.2% | +0.9% |
| 3M | -1.0% | -13.4% | +12.5% | +3.6% |
| 6M | -9.3% | -16.2% | +6.9% | -4.6% |
| YTD | +3.6% | -10.4% | +14.1% | +5.6% |
| 1Y | +5.9% | -14.8% | +20.7% | +9.4% |
| 3Y | +21.3% | -50.1% | +71.4% | +50.7% |
| 5Y | +46.2% | -38.8% | +85.0% | +64.2% |
| 10Y | +151.5% | -14.1% | +165.6% | +121.1% |
| All | +151.5% | -14.3% | +165.8% | +121.1% |
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