+9,818.1%
STZ vs GEN
+1,456.8%
+8,361.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | -1.9% | +10.1% | -12.0% | -2.9% |
| 3M | -6.2% | +16.1% | -22.3% | -7.8% |
| 6M | -14.0% | +38.9% | -52.9% | -17.4% |
| YTD | -5.1% | +14.4% | -19.6% | -7.1% |
| 1Y | -9.6% | +5.9% | -15.4% | -10.7% |
| 3Y | -47.2% | +58.8% | -106.0% | -50.4% |
| 5Y | -33.6% | +24.7% | -58.2% | -36.5% |
| 10Y | -9.8% | +163.1% | -172.8% | -21.9% |
| All | +9,818.1% | +1,456.8% | +8,361.4% | +6,810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling