+11.8%
STZ vs EFV
+165.2%
-153.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.6% |
| 7D | +3.4% | +1.7% | +1.7% | +2.3% |
| 30D | +19.6% | +3.4% | +16.2% | +16.9% |
| 3M | +8.0% | -1.7% | +9.7% | +9.3% |
| 6M | -0.3% | +6.4% | -6.7% | -4.7% |
| YTD | +8.6% | +16.3% | -7.7% | -3.0% |
| 1Y | +17.3% | +22.9% | -5.6% | +0.8% |
| 3Y | -34.7% | +92.8% | -127.5% | -59.7% |
| 5Y | -27.6% | +93.5% | -121.1% | -56.0% |
| 10Y | +11.8% | +162.1% | -150.4% | -46.6% |
| All | +11.8% | +165.2% | -153.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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