+533.6%
STZ vs EFV
+240.5%
+293.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | +4.9% | -0.7% | +5.6% | +5.4% |
| 30D | +20.9% | +0.9% | +20.0% | +20.2% |
| 3M | +8.0% | -3.6% | +11.5% | +10.4% |
| 6M | -5.3% | +2.5% | -7.8% | -7.0% |
| YTD | +5.9% | +13.2% | -7.3% | -2.5% |
| 1Y | +14.2% | +20.3% | -6.1% | +1.2% |
| 3Y | -37.0% | +84.9% | -121.9% | -57.5% |
| 5Y | -29.7% | +87.7% | -117.4% | -53.6% |
| 10Y | +5.2% | +160.7% | -155.6% | -43.8% |
| All | +533.6% | +240.5% | +293.1% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling