+16.3%
STZ vs EL
+62.2%
-45.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.6% | +1.5% | +1.0% | +2.2% |
| 30D | +15.2% | +10.0% | +5.2% | +12.5% |
| 3M | +7.6% | +28.4% | -20.8% | +0.9% |
| 6M | +5.3% | +37.1% | -31.8% | -3.3% |
| YTD | +8.6% | +7.8% | +0.8% | +4.2% |
| 1Y | +15.6% | +26.0% | -10.5% | +6.3% |
| 3Y | -35.2% | +3.8% | -39.0% | -40.7% |
| 5Y | -29.1% | -65.2% | +36.1% | -9.7% |
| All | +16.3% | +62.2% | -45.9% | -11.2% |
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