+9.0%
STZ vs DGX
+278.1%
-269.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.9% | +1.5% | +3.4% | +4.4% |
| 30D | +20.9% | +12.6% | +8.3% | +16.2% |
| 3M | +8.0% | +7.6% | +0.4% | +5.2% |
| 6M | -5.3% | +36.2% | -41.5% | -15.1% |
| YTD | +5.9% | +49.8% | -43.9% | -8.5% |
| 1Y | +14.2% | +47.3% | -33.0% | -0.9% |
| 3Y | -37.0% | +102.1% | -139.0% | -51.5% |
| 5Y | -29.7% | +100.3% | -130.0% | -46.7% |
| All | +9.0% | +278.1% | -269.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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