+12.5%
STZ vs FIVE
+562.8%
-550.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.3% | +7.3% | -2.0% | +4.2% |
| 30D | +19.6% | +18.1% | +1.5% | +16.4% |
| 3M | +10.0% | +7.7% | +2.2% | +8.4% |
| 6M | -0.3% | +13.6% | -13.9% | -2.8% |
| YTD | +8.6% | +34.6% | -26.0% | +2.4% |
| 1Y | +16.6% | +66.2% | -49.7% | +6.2% |
| 3Y | -34.8% | +43.5% | -78.3% | -41.6% |
| 5Y | -27.8% | +20.7% | -48.5% | -35.0% |
| 10Y | +12.5% | +541.5% | -529.0% | -23.3% |
| All | +12.5% | +562.8% | -550.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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