+2,633.3%
STZ vs EXEL
+334.5%
+2,298.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | -0.2% |
| 7D | +11.8% | +3.8% | +8.0% | +11.4% |
| 30D | +26.0% | +17.8% | +8.2% | +24.2% |
| 3M | +11.5% | +21.2% | -9.6% | +9.6% |
| 6M | -2.0% | +54.7% | -56.6% | -5.7% |
| YTD | +7.9% | +56.8% | -48.9% | +3.4% |
| 1Y | +13.9% | +70.2% | -56.3% | +8.4% |
| 3Y | -35.8% | +227.2% | -263.0% | -43.0% |
| 5Y | -28.4% | +254.9% | -283.3% | -37.3% |
| 10Y | +7.1% | +476.9% | -469.8% | -13.8% |
| All | +2,633.3% | +334.5% | +2,298.7% | +1,623.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling