+1.1%
STZ vs EXEL
+461.0%
-459.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +20.9% | +19.0% | +1.8% | +18.9% |
| 3M | +8.0% | +33.3% | -25.3% | +5.1% |
| 6M | -5.3% | +42.9% | -48.1% | -8.6% |
| YTD | +5.9% | +58.7% | -52.8% | +1.0% |
| 1Y | +14.2% | +70.5% | -56.3% | +8.1% |
| 3Y | -37.0% | +233.8% | -270.8% | -45.4% |
| 5Y | -29.7% | +259.3% | -289.1% | -40.2% |
| All | +1.1% | +461.0% | -459.9% | -6.1% |
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