+465.0%
JPM vs STZ
+13.4%
+451.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +3.5% | +2.6% | +0.9% | +2.6% |
| 30D | +3.3% | +15.2% | -11.9% | -1.9% |
| 3M | -4.2% | +7.6% | -11.8% | -7.1% |
| 6M | +16.4% | +5.3% | +11.1% | +13.2% |
| YTD | +9.5% | +8.6% | +0.9% | +4.0% |
| 1Y | +14.0% | +15.6% | -1.6% | +5.5% |
| 3Y | +153.1% | -35.2% | +188.2% | +186.5% |
| 5Y | +134.9% | -29.1% | +164.0% | +150.8% |
| All | +465.0% | +13.4% | +451.6% | +433.0% |
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