+764.4%
SLB vs STZ
+9,621.1%
-8,856.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.8% | -1.9% | +2.8% | +1.4% |
| 30D | +15.8% | -1.9% | +17.7% | +16.2% |
| 3M | -0.3% | -6.2% | +5.9% | +1.0% |
| 6M | +21.3% | -14.0% | +35.4% | +25.6% |
| YTD | +52.3% | -5.1% | +57.4% | +53.3% |
| 1Y | +63.6% | -9.6% | +73.2% | +66.5% |
| 3Y | +3.8% | -47.2% | +51.0% | +20.6% |
| 5Y | +128.6% | -33.6% | +162.2% | +148.3% |
| 10Y | -3.1% | -9.8% | +6.7% | -2.3% |
| All | +764.4% | +9,621.1% | -8,856.7% | +303.6% |
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