+97.7%
GOOG vs STZ
-29.4%
+127.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.0% | +2.6% | +0.5% | +2.5% |
| 30D | -14.9% | +15.2% | -30.1% | -17.2% |
| 3M | -14.9% | +7.6% | -22.5% | -16.2% |
| 6M | -26.6% | +5.3% | -31.9% | -27.7% |
| YTD | -6.6% | +8.6% | -15.2% | -9.2% |
| 1Y | +5.1% | +15.6% | -10.5% | +0.5% |
| 3Y | +121.0% | -35.2% | +156.1% | +141.7% |
| All | +97.7% | -29.4% | +127.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling