+15.1%
STZ vs GEN
+154.9%
-139.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +14.9% | +31.2% | -16.3% | +9.7% |
| 3M | +8.4% | +6.1% | +2.3% | +6.9% |
| 6M | +2.8% | +38.1% | -35.3% | -3.1% |
| YTD | +7.5% | +14.4% | -6.9% | +4.2% |
| 1Y | +12.5% | +15.1% | -2.6% | +8.9% |
| 3Y | -35.4% | +68.5% | -103.9% | -42.4% |
| 5Y | -29.3% | +35.8% | -65.1% | -35.4% |
| All | +15.1% | +154.9% | -139.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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