-14.8%
STZ vs DGX
+30.6%
-45.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -10.9% | -1.2% | -9.7% | -10.7% |
| 3M | -13.4% | +19.9% | -33.3% | -16.3% |
| 6M | -16.2% | +19.2% | -35.4% | -19.1% |
| YTD | -10.4% | +37.5% | -47.9% | -15.8% |
| 1Y | -14.8% | +31.3% | -46.1% | -19.9% |
| All | -14.8% | +30.6% | -45.4% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling