-9.7%
STZ vs ESI
+316.2%
-325.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.4% |
| 7D | -1.9% | +3.3% | -5.2% | -2.7% |
| 30D | -1.9% | -5.9% | +4.0% | -0.7% |
| 3M | -6.2% | -14.1% | +7.9% | -4.1% |
| 6M | -14.0% | +6.6% | -20.6% | -17.5% |
| YTD | -5.1% | +45.0% | -50.1% | -16.3% |
| 1Y | -9.6% | +41.5% | -51.0% | -20.0% |
| 3Y | -47.2% | +78.8% | -126.0% | -57.1% |
| 5Y | -33.6% | +70.9% | -104.5% | -46.7% |
| All | -9.7% | +316.2% | -325.9% | -46.5% |
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