-35.8%
STZ vs GEN
+69.2%
-105.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +14.9% | +31.2% | -16.3% | +11.3% |
| 3M | +8.4% | +6.1% | +2.4% | +7.3% |
| 6M | +2.8% | +38.1% | -35.3% | -0.8% |
| YTD | +7.5% | +14.4% | -6.9% | +7.2% |
| 1Y | +12.5% | +15.1% | -2.6% | +12.1% |
| All | -35.8% | +69.2% | -105.0% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling