+702.3%
GOOG vs STZ
+13.4%
+689.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +3.0% | +2.6% | +0.5% | +2.3% |
| 30D | -14.9% | +15.2% | -30.1% | -18.4% |
| 3M | -14.9% | +7.6% | -22.5% | -17.0% |
| 6M | -26.6% | +5.3% | -31.9% | -28.3% |
| YTD | -6.6% | +8.6% | -15.2% | -10.4% |
| 1Y | +5.1% | +15.6% | -10.5% | -1.3% |
| 3Y | +121.0% | -35.2% | +156.1% | +144.3% |
| 5Y | +97.3% | -29.1% | +126.4% | +109.9% |
| All | +702.3% | +13.4% | +689.0% | +614.7% |
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 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