+99.0%
GOOGL vs STZ
-27.6%
+126.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +5.3% | -2.7% | +1.7% |
| 30D | -18.3% | +19.6% | -37.9% | -21.1% |
| 3M | -19.6% | +10.0% | -29.5% | -21.2% |
| 6M | -28.2% | -0.3% | -27.9% | -28.4% |
| YTD | -8.0% | +8.6% | -16.6% | -10.5% |
| 1Y | -0.7% | +16.6% | -17.3% | -5.2% |
| 3Y | +118.8% | -34.8% | +153.6% | +138.4% |
| All | +99.0% | -27.6% | +126.6% | +103.3% |
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