+174.8%
EXE vs STZ
-43.6%
+218.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.7% | -6.0% | +3.3% | -1.7% |
| 30D | -0.4% | -8.9% | +8.5% | +1.2% |
| 3M | +9.5% | -12.6% | +22.0% | +11.9% |
| 6M | -9.3% | -17.2% | +7.9% | -6.6% |
| YTD | -10.9% | -10.0% | -0.9% | -10.2% |
| 1Y | +4.3% | -14.3% | +18.6% | +6.0% |
| 3Y | +18.8% | -49.9% | +68.7% | +37.5% |
| 5Y | +101.4% | -38.2% | +139.6% | +118.3% |
| All | +174.8% | -43.6% | +218.4% | +198.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling