+99.1%
RSG vs STZ
-29.4%
+128.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +2.0% |
| 30D | +12.7% | +15.2% | -2.5% | +9.6% |
| 3M | +17.9% | +7.6% | +10.3% | +16.0% |
| 6M | +25.0% | +5.3% | +19.7% | +23.2% |
| YTD | +20.8% | +8.6% | +12.2% | +17.5% |
| 1Y | +24.3% | +15.6% | +8.7% | +19.2% |
| 3Y | +65.3% | -35.2% | +100.4% | +77.1% |
| All | +99.1% | -29.4% | +128.4% | +101.4% |
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