+740.7%
GOOGL vs STZ
-10.3%
+751.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -1.7% |
| 30D | -3.2% | -7.6% | +4.4% | -1.1% |
| 3M | -6.6% | -12.3% | +5.7% | -3.5% |
| 6M | +8.5% | -16.3% | +24.8% | +13.4% |
| YTD | +6.5% | -8.4% | +14.8% | +7.6% |
| 1Y | +39.4% | -10.8% | +50.3% | +41.6% |
| 3Y | +146.2% | -49.0% | +195.2% | +194.2% |
| 5Y | +138.3% | -36.5% | +174.8% | +161.0% |
| All | +740.7% | -10.3% | +751.0% | +697.6% |
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