-35.2%
STZ vs DGX
+106.7%
-141.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | +15.2% | +11.2% | +4.0% | +11.8% |
| 3M | +7.6% | +10.4% | -2.7% | +4.5% |
| 6M | +5.3% | +37.1% | -31.8% | -4.6% |
| YTD | +8.6% | +52.1% | -43.5% | -5.3% |
| 1Y | +15.6% | +40.7% | -25.2% | +3.3% |
| 3Y | -35.2% | +107.6% | -142.7% | -49.7% |
| All | -35.2% | +106.7% | -141.9% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling