-9.7%
STZ vs EL
+31.9%
-41.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -1.9% | +19.8% | -21.7% | -6.4% |
| 3M | -6.2% | +25.7% | -31.9% | -11.6% |
| 6M | -14.0% | +5.4% | -19.5% | -16.2% |
| YTD | -5.1% | +0.2% | -5.3% | -7.2% |
| 1Y | -9.6% | +20.4% | -30.0% | -16.1% |
| 3Y | -47.2% | -32.1% | -15.1% | -45.4% |
| 5Y | -33.6% | -67.2% | +33.6% | -14.4% |
| All | -9.7% | +31.9% | -41.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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