-46.8%
STZ vs EAT
+611.4%
-658.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -1.9% | +1.9% | -3.8% | -2.1% |
| 3M | -6.2% | +68.7% | -74.9% | -9.2% |
| 6M | -14.0% | +66.9% | -80.9% | -16.8% |
| YTD | -5.1% | +60.4% | -65.5% | -8.0% |
| 1Y | -9.6% | +44.0% | -53.6% | -12.0% |
| All | -46.8% | +611.4% | -658.3% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling