-14.1%
STZ vs ITOT
+292.7%
-306.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.1% | -5.2% |
| 7D | -7.4% | +0.7% | -8.0% | -7.8% |
| 30D | -10.9% | -1.1% | -9.8% | -10.2% |
| 3M | -13.4% | +3.9% | -17.3% | -15.8% |
| 6M | -16.2% | +14.7% | -30.9% | -24.2% |
| YTD | -10.4% | +13.3% | -23.8% | -18.6% |
| 1Y | -14.8% | +19.1% | -33.9% | -25.3% |
| 3Y | -50.1% | +77.3% | -127.5% | -68.1% |
| 5Y | -38.8% | +74.1% | -112.9% | -60.9% |
| 10Y | -14.1% | +293.1% | -307.2% | -72.2% |
| All | -14.1% | +292.7% | -306.8% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ITOT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling