+16.3%
STZ vs EFV
+163.3%
-147.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +2.6% | +2.5% | 0.0% | +0.8% |
| 30D | +15.2% | +2.9% | +12.3% | +13.0% |
| 3M | +7.6% | -1.4% | +9.1% | +8.7% |
| 6M | +5.3% | +5.5% | -0.3% | +1.2% |
| YTD | +8.6% | +16.1% | -7.4% | -2.8% |
| 1Y | +15.6% | +20.3% | -4.7% | +0.8% |
| 3Y | -35.2% | +90.4% | -125.6% | -59.6% |
| 5Y | -29.1% | +93.5% | -122.6% | -56.9% |
| All | +16.3% | +163.3% | -147.0% | -43.7% |
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