-9.7%
STZ vs EAT
+390.6%
-400.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -1.9% | +1.9% | -3.8% | -2.3% |
| 3M | -6.2% | +68.7% | -74.9% | -12.8% |
| 6M | -14.0% | +66.9% | -80.9% | -20.4% |
| YTD | -5.1% | +60.4% | -65.5% | -11.9% |
| 1Y | -9.6% | +44.0% | -53.6% | -15.1% |
| 3Y | -47.2% | +604.7% | -651.9% | -62.0% |
| 5Y | -33.6% | +347.0% | -380.6% | -50.6% |
| All | -9.7% | +390.6% | -400.3% | -42.9% |
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