+178.5%
EXE vs STZ
-40.5%
+219.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -1.9% | +1.7% | +0.1% |
| 30D | +8.5% | -1.9% | +10.3% | +8.7% |
| 3M | +5.5% | -6.2% | +11.7% | +6.5% |
| 6M | -5.9% | -14.0% | +8.1% | -3.7% |
| YTD | -9.7% | -5.1% | -4.6% | -9.9% |
| 1Y | +3.6% | -9.6% | +13.1% | +4.3% |
| 3Y | +18.0% | -47.2% | +65.3% | +35.4% |
| 5Y | +109.4% | -33.6% | +143.0% | +124.4% |
| All | +178.5% | -40.5% | +219.0% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling