+13,447.0%
GOOG vs STZ
+698.4%
+12,748.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.6% |
| 7D | +1.1% | -7.4% | +8.5% | +3.3% |
| 30D | -5.1% | -10.9% | +5.8% | -2.0% |
| 3M | -7.1% | -13.4% | +6.4% | -3.6% |
| 6M | +12.7% | -16.2% | +28.8% | +17.6% |
| YTD | +7.1% | -10.4% | +17.5% | +9.1% |
| 1Y | +43.6% | -14.8% | +58.4% | +47.9% |
| 3Y | +146.8% | -50.1% | +196.9% | +192.4% |
| 5Y | +133.7% | -38.8% | +172.5% | +158.7% |
| 10Y | +773.3% | -14.1% | +787.4% | +740.6% |
| All | +13,447.0% | +698.4% | +12,748.5% | +5,979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling