-14.0%
STZ vs ESI
+7.2%
-21.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.5% |
| 7D | -1.9% | +3.3% | -5.2% | -1.7% |
| 30D | -1.9% | -5.9% | +4.0% | -2.2% |
| 3M | -6.2% | -14.1% | +7.9% | -6.8% |
| 6M | -14.0% | +6.6% | -20.6% | -15.6% |
| All | -14.0% | +7.2% | -21.2% | -15.6% |
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 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