+9,818.1%
STZ vs ES
+966.0%
+8,852.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -6.2% | +1.7% | -7.9% | -6.8% |
| 6M | -14.0% | -3.5% | -10.5% | -13.1% |
| YTD | -5.1% | +7.9% | -13.0% | -7.8% |
| 1Y | -9.6% | +17.2% | -26.7% | -15.0% |
| 3Y | -47.2% | +29.3% | -76.5% | -52.6% |
| 5Y | -33.6% | -5.7% | -27.8% | -34.4% |
| 10Y | -9.8% | +85.2% | -95.0% | -28.9% |
| All | +9,818.1% | +966.0% | +8,852.2% | +4,733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling