+40.4%
EXC vs STZ
-29.4%
+69.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +8.6% | +15.2% | -6.6% | +5.3% |
| 3M | +2.4% | +7.6% | -5.3% | +0.5% |
| 6M | +6.5% | +5.3% | +1.2% | +4.9% |
| YTD | +9.0% | +8.6% | +0.4% | +5.5% |
| 1Y | +4.6% | +15.6% | -11.0% | -0.6% |
| 3Y | +33.5% | -35.2% | +68.7% | +47.0% |
| All | +40.4% | -29.4% | +69.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling