+650.3%
SLB vs STZ
+10,752.7%
-10,102.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -7.1% | +4.9% | -12.0% | -8.4% |
| 30D | +4.1% | +20.9% | -16.8% | -1.4% |
| 3M | -2.6% | +8.0% | -10.6% | -5.3% |
| 6M | -8.6% | -5.3% | -3.3% | -8.0% |
| YTD | +32.2% | +5.9% | +26.3% | +28.5% |
| 1Y | +40.7% | +14.2% | +26.4% | +33.9% |
| 3Y | -4.5% | -37.0% | +32.4% | +5.3% |
| 5Y | +66.4% | -29.7% | +96.1% | +77.0% |
| 10Y | -15.1% | +5.2% | -20.2% | -18.1% |
| All | +650.3% | +10,752.7% | -10,102.4% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling