-29.4%
STZ vs EL
-66.1%
+36.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +20.9% | +16.5% | +4.3% | +17.9% |
| 3M | +8.0% | +29.2% | -21.2% | +3.4% |
| 6M | -5.3% | +27.9% | -33.2% | -9.4% |
| YTD | +5.9% | +6.2% | -0.3% | +3.4% |
| 1Y | +14.2% | +27.2% | -13.0% | +8.1% |
| 3Y | -37.0% | +3.2% | -40.2% | -40.6% |
| All | -29.4% | -66.1% | +36.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling