+12.5%
STZ vs ESI
+306.3%
-293.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +5.3% | -6.6% | +12.0% | +6.7% |
| 30D | +19.6% | -9.8% | +29.4% | +21.5% |
| 3M | +10.0% | -11.9% | +21.9% | +11.8% |
| 6M | -0.3% | -25.1% | +24.8% | +4.1% |
| YTD | +8.6% | +31.9% | -23.3% | -3.4% |
| 1Y | +16.6% | +19.2% | -2.6% | +6.4% |
| 3Y | -34.8% | +76.2% | -111.0% | -47.9% |
| 5Y | -27.8% | +39.4% | -67.2% | -39.8% |
| 10Y | +12.5% | +304.9% | -292.4% | -33.6% |
| All | +12.5% | +306.3% | -293.8% | -33.6% |
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