+424.5%
STZ vs FIVE
+868.1%
-443.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -1.9% | +4.3% | -6.2% | -2.6% |
| 30D | -1.9% | +12.5% | -14.4% | -3.7% |
| 3M | -6.2% | +31.2% | -37.5% | -10.2% |
| 6M | -14.0% | +14.4% | -28.4% | -16.3% |
| YTD | -5.1% | +33.9% | -39.0% | -10.1% |
| 1Y | -9.6% | +65.1% | -74.6% | -17.3% |
| 3Y | -47.2% | +49.0% | -96.2% | -53.0% |
| 5Y | -33.6% | +30.3% | -63.9% | -41.3% |
| 10Y | -9.8% | +481.1% | -490.9% | -40.6% |
| All | +424.5% | +868.1% | -443.6% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling