+767.4%
GOOG vs STZ
-10.3%
+777.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -1.4% |
| 30D | -3.6% | -7.6% | +4.0% | -1.5% |
| 3M | -6.4% | -12.3% | +5.9% | -3.3% |
| 6M | +7.8% | -16.3% | +24.1% | +12.6% |
| YTD | +5.5% | -8.4% | +13.8% | +6.6% |
| 1Y | +38.3% | -10.8% | +49.1% | +40.4% |
| 3Y | +143.1% | -49.0% | +192.1% | +190.6% |
| 5Y | +135.0% | -36.5% | +171.5% | +157.5% |
| All | +767.4% | -10.3% | +777.7% | +726.9% |
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 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