-32.8%
STZ vs DGX
+67.7%
-100.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -1.9% | +0.6% | -2.4% | -2.1% |
| 3M | -6.2% | +21.4% | -27.6% | -11.7% |
| 6M | -14.0% | +14.7% | -28.7% | -17.7% |
| YTD | -5.1% | +38.4% | -43.6% | -14.5% |
| 1Y | -9.6% | +34.0% | -43.5% | -18.0% |
| 3Y | -47.2% | +92.7% | -139.9% | -57.4% |
| All | -32.8% | +67.7% | -100.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling