+137.7%
GOOGL vs STZ
-36.5%
+174.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.1% |
| 7D | +1.1% | -7.4% | +8.4% | +2.6% |
| 30D | -4.4% | -10.9% | +6.4% | -2.3% |
| 3M | -6.8% | -13.4% | +6.6% | -4.4% |
| 6M | +13.6% | -16.2% | +29.8% | +17.1% |
| YTD | +8.3% | -10.4% | +18.8% | +9.5% |
| 1Y | +44.9% | -14.8% | +59.7% | +47.9% |
| 3Y | +150.5% | -50.1% | +200.6% | +194.3% |
| 5Y | +137.7% | -38.8% | +176.5% | +157.8% |
| All | +137.7% | -36.5% | +174.3% | +157.8% |
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