-28.4%
STZ vs ESI
+24.6%
-53.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | +0.3% |
| 7D | +11.8% | -13.1% | +24.9% | +13.5% |
| 30D | +26.0% | -18.5% | +44.5% | +28.8% |
| 3M | +11.5% | -19.6% | +31.1% | +14.1% |
| 6M | -2.0% | -29.8% | +27.8% | +1.7% |
| YTD | +7.9% | +23.9% | -16.0% | -1.8% |
| 1Y | +13.9% | +15.0% | -1.1% | +5.3% |
| 3Y | -35.8% | +64.3% | -100.2% | -46.7% |
| 5Y | -28.4% | +26.3% | -54.8% | -38.7% |
| All | -28.4% | +24.6% | -53.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling