-37.0%
STZ vs ESI
+67.9%
-104.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +4.9% | -8.5% | +13.4% | +5.4% |
| 30D | +20.9% | -15.7% | +36.5% | +22.1% |
| 3M | +8.0% | -18.2% | +26.2% | +9.3% |
| 6M | -5.3% | -28.8% | +23.5% | -3.0% |
| YTD | +5.9% | +26.3% | -20.3% | -3.7% |
| 1Y | +14.2% | +18.2% | -4.0% | +5.2% |
| 3Y | -37.0% | +68.1% | -105.1% | -47.9% |
| All | -37.0% | +67.9% | -104.9% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling