+592.1%
JPM vs STZ
-13.0%
+605.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -0.4% | -6.0% | +5.6% | +1.7% |
| 30D | -1.4% | -8.9% | +7.5% | +1.6% |
| 3M | +13.9% | -12.6% | +26.5% | +18.6% |
| 6M | +23.5% | -17.2% | +40.7% | +30.6% |
| YTD | +11.6% | -10.0% | +21.7% | +13.6% |
| 1Y | +21.4% | -14.3% | +35.7% | +25.2% |
| 3Y | +163.4% | -49.9% | +213.4% | +227.9% |
| 5Y | +152.5% | -38.2% | +190.7% | +181.6% |
| 10Y | +592.1% | -12.0% | +604.1% | +583.0% |
| All | +592.1% | -13.0% | +605.2% | +583.0% |
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