+16.3%
STZ vs EXEL
+320.7%
-304.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +15.2% | +13.1% | +2.1% | +13.7% |
| 3M | +7.6% | +36.3% | -28.7% | +4.2% |
| 6M | +5.3% | +34.5% | -29.3% | +1.8% |
| YTD | +8.6% | +57.4% | -48.8% | +3.0% |
| 1Y | +15.6% | +62.9% | -47.4% | +9.1% |
| 3Y | -35.2% | +229.5% | -264.7% | -44.8% |
| 5Y | -29.1% | +281.2% | -310.3% | -41.4% |
| All | +16.3% | +320.7% | -304.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling