+11.8%
STZ vs ESI
+323.9%
-312.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -4.9% | -1.8% |
| 7D | -0.9% | +1.8% | -2.8% | -1.4% |
| 30D | +14.9% | -6.6% | +21.5% | +15.9% |
| 3M | +8.4% | -9.4% | +17.8% | +9.6% |
| 6M | +2.8% | -24.1% | +26.9% | +7.1% |
| YTD | +7.5% | +37.1% | -29.6% | -5.2% |
| 1Y | +12.5% | +24.5% | -12.0% | +1.7% |
| 3Y | -35.4% | +83.2% | -118.6% | -48.8% |
| 5Y | -29.3% | +44.0% | -73.2% | -41.4% |
| 10Y | +11.8% | +332.8% | -321.1% | -34.1% |
| All | +11.8% | +323.9% | -312.1% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling