+16.3%
STZ vs EAT
+320.8%
-304.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.6% | -4.0% | +6.6% | +3.1% |
| 30D | +15.2% | -2.9% | +18.1% | +15.4% |
| 3M | +7.6% | -16.9% | +24.5% | +9.9% |
| 6M | +5.3% | +57.0% | -51.7% | -1.7% |
| YTD | +8.6% | +38.2% | -29.5% | +2.5% |
| 1Y | +15.6% | +69.3% | -53.7% | +5.9% |
| 3Y | -35.2% | +483.0% | -518.1% | -52.3% |
| 5Y | -29.1% | +364.1% | -393.2% | -48.0% |
| All | +16.3% | +320.8% | -304.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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