-29.4%
STZ vs GEN
+32.5%
-61.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.4% |
| 7D | +4.9% | +2.3% | +2.6% | +4.6% |
| 30D | +20.9% | +33.1% | -12.2% | +15.3% |
| 3M | +8.0% | +6.5% | +1.5% | +6.5% |
| 6M | -5.3% | +53.8% | -59.1% | -12.2% |
| YTD | +5.9% | +11.2% | -5.3% | +4.0% |
| 1Y | +14.2% | +19.4% | -5.2% | +10.4% |
| 3Y | -37.0% | +81.0% | -118.0% | -45.2% |
| All | -29.4% | +32.5% | -61.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling