+355.0%
SE vs STZ
-20.3%
+375.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.3% |
| 7D | -7.7% | -0.9% | -6.8% | -7.4% |
| 30D | -22.8% | +14.9% | -37.8% | -26.6% |
| 3M | -43.7% | +8.4% | -52.2% | -45.6% |
| 6M | -12.8% | +2.8% | -15.6% | -14.7% |
| YTD | -42.0% | +7.5% | -49.5% | -44.9% |
| 1Y | -48.0% | +12.5% | -60.6% | -51.7% |
| 3Y | +62.7% | -35.4% | +98.1% | +84.9% |
| 5Y | -77.8% | -29.3% | -48.5% | -75.7% |
| All | +355.0% | -20.3% | +375.4% | +324.2% |
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