+311.5%
SPY vs STZ
-14.3%
+325.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.2% |
| 7D | +0.5% | -7.4% | +7.9% | +2.9% |
| 30D | -0.9% | -10.9% | +9.9% | +2.4% |
| 3M | +3.9% | -13.4% | +17.3% | +8.0% |
| 6M | +14.5% | -16.2% | +30.7% | +19.7% |
| YTD | +12.9% | -10.4% | +23.4% | +14.6% |
| 1Y | +19.4% | -14.8% | +34.1% | +22.8% |
| 3Y | +78.5% | -50.1% | +128.6% | +116.8% |
| 5Y | +81.8% | -38.8% | +120.5% | +102.9% |
| 10Y | +311.5% | -14.1% | +325.6% | +300.8% |
| All | +311.5% | -14.3% | +325.8% | +300.8% |
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