+150.5%
GOOGL vs STZ
-50.3%
+200.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | +1.1% | -7.4% | +8.4% | +1.5% |
| 30D | -4.4% | -10.9% | +6.4% | -3.8% |
| 3M | -6.8% | -13.4% | +6.6% | -6.1% |
| 6M | +13.6% | -16.2% | +29.8% | +14.7% |
| YTD | +8.3% | -10.4% | +18.8% | +8.9% |
| 1Y | +44.9% | -14.8% | +59.7% | +46.1% |
| 3Y | +150.5% | -50.1% | +200.6% | +153.5% |
| All | +150.5% | -50.3% | +200.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling