-28.4%
STZ vs GEN
+32.4%
-60.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +11.8% | +8.5% | +3.3% | +10.4% |
| 30D | +26.0% | +34.2% | -8.2% | +20.0% |
| 3M | +11.5% | +10.0% | +1.6% | +9.5% |
| 6M | -2.0% | +56.8% | -58.7% | -9.4% |
| YTD | +7.9% | +14.2% | -6.4% | +5.4% |
| 1Y | +13.9% | +20.8% | -6.9% | +10.0% |
| 3Y | -35.8% | +84.1% | -119.9% | -44.3% |
| 5Y | -28.4% | +37.1% | -65.5% | -34.4% |
| All | -28.4% | +32.4% | -60.8% | -34.4% |
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