+3.0%
STZ vs FIVE
+566.1%
-563.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | 0.0% |
| 7D | +11.8% | -1.7% | +13.5% | +12.1% |
| 30D | +26.0% | +14.9% | +11.0% | +23.1% |
| 3M | +11.5% | +7.6% | +3.9% | +10.0% |
| 6M | -2.0% | +6.4% | -8.4% | -3.5% |
| YTD | +7.9% | +28.1% | -20.2% | +2.6% |
| 1Y | +13.9% | +54.7% | -40.8% | +5.0% |
| 3Y | -35.8% | +36.1% | -71.9% | -42.0% |
| 5Y | -28.4% | +14.9% | -43.3% | -35.0% |
| All | +3.0% | +566.1% | -563.1% | -27.3% |
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