+11,247.2%
STZ vs ES
+969.6%
+10,277.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.3% | +4.6% |
| 7D | +13.0% | +5.3% | +7.7% | +11.1% |
| 30D | +29.4% | +8.9% | +20.5% | +25.9% |
| 3M | +11.6% | -1.9% | +13.5% | +12.3% |
| 6M | -0.2% | +3.9% | -4.1% | -1.6% |
| YTD | +8.6% | +8.3% | +0.3% | +5.4% |
| 1Y | +15.9% | -0.1% | +16.1% | +15.1% |
| 3Y | -35.4% | +46.0% | -81.5% | -44.3% |
| 5Y | -26.9% | +3.1% | -29.9% | -29.8% |
| 10Y | +7.8% | +88.4% | -80.7% | -15.5% |
| All | +11,247.2% | +969.6% | +10,277.6% | +5,423.5% |
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