-2.0%
STZ vs ESI
-29.0%
+27.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -2.3% |
| 7D | +11.8% | -13.1% | +24.9% | +8.8% |
| 30D | +26.0% | -18.5% | +44.5% | +21.8% |
| 3M | +11.5% | -19.6% | +31.1% | +7.9% |
| 6M | -2.0% | -29.8% | +27.8% | -6.4% |
| All | -2.0% | -29.0% | +27.1% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling