+13.9%
STZ vs ES
+1.7%
+12.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | +11.8% | +5.9% | +5.9% | +9.9% |
| 30D | +26.0% | +10.2% | +15.8% | +22.5% |
| 3M | +11.5% | +0.4% | +11.1% | +10.9% |
| 6M | -2.0% | +6.9% | -8.8% | -3.7% |
| YTD | +7.9% | +10.5% | -2.7% | +5.1% |
| 1Y | +13.9% | +3.2% | +10.7% | +11.8% |
| All | +13.9% | +1.7% | +12.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling