+130.8%
JPM vs STZ
-27.6%
+158.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.8% |
| 7D | +0.4% | +3.4% | -3.0% | -0.2% |
| 30D | +2.7% | +19.6% | -16.9% | -0.6% |
| 3M | -3.8% | +8.0% | -11.9% | -5.3% |
| 6M | +14.3% | -0.3% | +14.6% | +14.1% |
| YTD | +8.2% | +8.6% | -0.4% | +5.2% |
| 1Y | +11.0% | +17.3% | -6.4% | +5.9% |
| 3Y | +152.7% | -34.7% | +187.3% | +173.7% |
| 5Y | +130.8% | -27.6% | +158.4% | +128.7% |
| All | +130.8% | -27.6% | +158.4% | +128.7% |
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