+38.3%
GOOG vs STZ
-12.7%
+51.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | -2.5% | -4.1% | +1.6% | -2.4% |
| 30D | -3.6% | -7.6% | +4.0% | -3.3% |
| 3M | -6.4% | -12.3% | +5.9% | -6.1% |
| 6M | +7.8% | -16.3% | +24.1% | +8.5% |
| YTD | +5.5% | -8.4% | +13.8% | +7.0% |
| 1Y | +38.3% | -10.8% | +49.1% | +37.7% |
| All | +38.3% | -12.7% | +51.0% | +37.7% |
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