-17.1%
SLB vs STZ
+3.4%
-20.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -7.1% | +4.9% | -12.0% | -9.5% |
| 30D | +4.1% | +20.9% | -16.8% | -5.8% |
| 3M | -2.6% | +8.0% | -10.6% | -7.4% |
| 6M | -8.6% | -5.3% | -3.3% | -7.6% |
| YTD | +32.2% | +5.9% | +26.3% | +24.7% |
| 1Y | +40.7% | +14.2% | +26.4% | +27.2% |
| 3Y | -4.5% | -37.0% | +32.4% | +14.4% |
| 5Y | +66.4% | -29.7% | +96.1% | +81.6% |
| All | -17.1% | +3.4% | -20.5% | -23.0% |
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