-9.7%
STZ vs ES
+84.4%
-94.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -1.9% | -2.0% | +0.1% | -1.1% |
| 3M | -6.2% | +1.7% | -7.9% | -6.9% |
| 6M | -14.0% | -3.5% | -10.5% | -12.9% |
| YTD | -5.1% | +7.9% | -13.0% | -8.5% |
| 1Y | -9.6% | +17.2% | -26.7% | -16.5% |
| 3Y | -47.2% | +29.3% | -76.5% | -54.2% |
| 5Y | -33.6% | -5.7% | -27.8% | -34.3% |
| All | -9.7% | +84.4% | -94.1% | -35.3% |
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