-2.0%
STZ vs EAT
+49.5%
-51.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | +11.8% | -3.3% | +15.1% | +11.8% |
| 30D | +26.0% | +11.7% | +14.3% | +25.0% |
| 3M | +11.5% | -5.9% | +17.4% | +12.3% |
| 6M | -2.0% | +46.7% | -48.7% | -4.8% |
| All | -2.0% | +49.5% | -51.4% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling