+597.0%
SE vs STZ
-33.7%
+630.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +3.1% |
| 7D | +0.6% | -7.4% | +8.0% | +3.2% |
| 30D | -0.1% | -10.9% | +10.8% | +3.7% |
| 3M | +34.1% | -13.4% | +47.6% | +40.0% |
| 6M | +23.2% | -16.2% | +39.4% | +29.3% |
| YTD | -11.2% | -10.4% | -0.7% | -9.9% |
| 1Y | -40.5% | -14.8% | -25.8% | -38.7% |
| 3Y | +196.3% | -50.1% | +246.4% | +272.2% |
| 5Y | -67.0% | -38.8% | -28.2% | -62.1% |
| All | +597.0% | -33.7% | +630.6% | +594.4% |
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 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