+179.3%
EXE vs STZ
-43.8%
+223.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.3% |
| 7D | -1.8% | -7.4% | +5.6% | -0.5% |
| 30D | +6.4% | -10.9% | +17.3% | +8.5% |
| 3M | +9.2% | -13.4% | +22.7% | +11.9% |
| 6M | -7.0% | -16.2% | +9.2% | -4.4% |
| YTD | -9.5% | -10.4% | +1.0% | -8.7% |
| 1Y | +6.2% | -14.8% | +21.0% | +8.1% |
| 3Y | +20.7% | -50.1% | +70.9% | +39.8% |
| 5Y | +103.6% | -38.8% | +142.4% | +121.0% |
| All | +179.3% | -43.8% | +223.1% | +204.0% |
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