-32.8%
STZ vs DTE
+33.5%
-66.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -1.9% | -2.6% | +0.7% | -0.8% |
| 3M | -6.2% | -3.9% | -2.3% | -4.6% |
| 6M | -14.0% | -7.9% | -6.1% | -10.9% |
| YTD | -5.1% | +7.2% | -12.3% | -8.3% |
| 1Y | -9.6% | +3.1% | -12.6% | -11.2% |
| 3Y | -47.2% | +47.6% | -94.8% | -56.1% |
| All | -32.8% | +33.5% | -66.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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