+152.8%
JPM vs STZ
-36.5%
+189.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.3% |
| 7D | -0.4% | -7.4% | +7.0% | +1.1% |
| 30D | -1.1% | -10.9% | +9.8% | +1.0% |
| 3M | +14.1% | -13.4% | +27.6% | +17.0% |
| 6M | +23.3% | -16.2% | +39.5% | +27.0% |
| YTD | +11.3% | -10.4% | +21.7% | +12.3% |
| 1Y | +23.0% | -14.8% | +37.8% | +25.3% |
| 3Y | +162.6% | -50.1% | +212.7% | +205.5% |
| 5Y | +152.8% | -38.8% | +191.6% | +158.9% |
| All | +152.8% | -36.5% | +189.3% | +158.9% |
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