+1.1%
STZ vs ES
+85.7%
-84.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.6% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | +20.9% | +7.1% | +13.8% | +17.6% |
| 3M | +8.0% | -1.9% | +9.9% | +8.8% |
| 6M | -5.3% | +4.4% | -9.6% | -7.1% |
| YTD | +5.9% | +7.3% | -1.4% | +2.4% |
| 1Y | +14.2% | +2.1% | +12.1% | +12.0% |
| 3Y | -37.0% | +41.8% | -78.8% | -47.4% |
| 5Y | -29.7% | +1.4% | -31.2% | -32.8% |
| All | +1.1% | +85.7% | -84.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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