+545.2%
STZ vs EFV
+245.4%
+299.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.5% |
| 7D | +11.8% | +0.3% | +11.5% | +11.6% |
| 30D | +26.0% | +1.2% | +24.8% | +25.1% |
| 3M | +11.5% | -2.1% | +13.6% | +13.0% |
| 6M | -2.0% | +6.4% | -8.4% | -5.9% |
| YTD | +7.9% | +14.8% | -6.9% | -1.6% |
| 1Y | +13.9% | +22.4% | -8.5% | -0.2% |
| 3Y | -35.8% | +86.6% | -122.4% | -57.0% |
| 5Y | -28.4% | +90.4% | -118.8% | -53.2% |
| 10Y | +7.1% | +164.4% | -157.4% | -43.3% |
| All | +545.2% | +245.4% | +299.8% | +216.0% |
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