-2.0%
STZ vs EL
+33.5%
-35.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.1% |
| 7D | +11.8% | -1.1% | +12.9% | +11.9% |
| 30D | +26.0% | +15.3% | +10.7% | +22.6% |
| 3M | +11.5% | +24.2% | -12.7% | +6.8% |
| 6M | -2.0% | +30.9% | -32.8% | -6.7% |
| All | -2.0% | +33.5% | -35.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling