+133.6%
GOOG vs STZ
-38.7%
+172.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.6% | -6.0% | +4.5% | -0.4% |
| 30D | -7.7% | -8.9% | +1.2% | -6.0% |
| 3M | -9.3% | -12.6% | +3.2% | -7.2% |
| 6M | +7.4% | -17.2% | +24.7% | +11.0% |
| YTD | +4.9% | -10.0% | +14.9% | +5.8% |
| 1Y | +37.2% | -14.3% | +51.5% | +39.8% |
| 3Y | +141.6% | -49.9% | +191.5% | +184.0% |
| All | +133.6% | -38.7% | +172.2% | +150.1% |
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