-28.4%
STZ vs EL
-65.9%
+37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | +11.8% | -1.1% | +12.9% | +11.9% |
| 30D | +26.0% | +15.3% | +10.7% | +23.1% |
| 3M | +11.5% | +24.2% | -12.7% | +7.5% |
| 6M | -2.0% | +30.9% | -32.8% | -6.5% |
| YTD | +7.9% | +3.9% | +4.0% | +5.7% |
| 1Y | +13.9% | +19.9% | -5.9% | +8.9% |
| 3Y | -35.8% | +2.5% | -38.4% | -39.5% |
| 5Y | -28.4% | -66.7% | +38.3% | -18.9% |
| All | -28.4% | -65.9% | +37.4% | -18.9% |
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