+152.7%
JPM vs STZ
-35.4%
+188.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | +0.4% | +3.4% | -3.0% | +0.1% |
| 30D | +2.7% | +19.6% | -16.9% | +1.1% |
| 3M | -3.8% | +8.0% | -11.9% | -4.6% |
| 6M | +14.3% | -0.3% | +14.6% | +14.2% |
| YTD | +8.2% | +8.6% | -0.4% | +6.7% |
| 1Y | +11.0% | +17.3% | -6.4% | +8.5% |
| 3Y | +152.7% | -34.7% | +187.3% | +164.0% |
| All | +152.7% | -35.4% | +188.1% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling