+16.6%
STZ vs ESI
+18.3%
-1.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +5.3% | -6.6% | +12.0% | +4.7% |
| 30D | +19.6% | -9.8% | +29.4% | +18.8% |
| 3M | +10.0% | -11.9% | +21.9% | +9.3% |
| 6M | -0.3% | -25.1% | +24.8% | -0.8% |
| YTD | +8.6% | +31.9% | -23.3% | -1.0% |
| 1Y | +16.6% | +19.2% | -2.6% | +8.3% |
| All | +16.6% | +18.3% | -1.7% | +8.3% |
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