+15.9%
STZ vs ESI
+27.8%
-11.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +10.0% | +4.9% |
| 7D | +13.0% | -6.6% | +19.5% | +12.4% |
| 30D | +29.4% | -10.9% | +40.3% | +28.7% |
| 3M | +11.6% | -13.8% | +25.4% | +11.0% |
| 6M | -0.2% | -21.5% | +21.3% | -0.7% |
| YTD | +8.6% | +34.7% | -26.1% | -0.6% |
| 1Y | +15.9% | +24.9% | -9.0% | +7.7% |
| All | +15.9% | +27.8% | -11.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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