+3.6%
GOOG vs STZ
+14.7%
-11.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +3.0% |
| 7D | -10.7% | +13.0% | -23.7% | -11.2% |
| 30D | -16.4% | +29.4% | -45.9% | -17.8% |
| 3M | -23.4% | +11.6% | -35.0% | -23.8% |
| 6M | -24.2% | -0.2% | -24.0% | -23.9% |
| YTD | -8.3% | +8.6% | -16.8% | -9.2% |
| 1Y | +3.6% | +15.9% | -12.3% | +2.7% |
| All | +3.6% | +14.7% | -11.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling