+481.0%
JPM vs STZ
+12.8%
+468.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | -2.5% | -0.9% | -1.5% | -2.1% |
| 30D | +2.7% | +14.9% | -12.2% | -2.3% |
| 3M | -4.7% | +8.4% | -13.1% | -7.8% |
| 6M | +15.6% | +2.8% | +12.7% | +13.4% |
| YTD | +8.6% | +7.5% | +1.1% | +3.5% |
| 1Y | +10.9% | +12.5% | -1.7% | +3.6% |
| 3Y | +149.9% | -35.4% | +185.3% | +182.9% |
| 5Y | +131.9% | -29.3% | +161.2% | +147.6% |
| 10Y | +481.0% | +11.8% | +469.2% | +455.0% |
| All | +481.0% | +12.8% | +468.2% | +455.0% |
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