-9.0%
STZ vs ITOT
+294.9%
-303.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | -6.2% | +2.0% | -8.2% | -7.7% |
| 6M | -14.0% | +13.0% | -27.1% | -21.4% |
| YTD | -5.1% | +14.0% | -19.1% | -14.1% |
| 1Y | -9.6% | +19.9% | -29.5% | -21.1% |
| 3Y | -47.2% | +75.8% | -123.1% | -66.0% |
| 5Y | -33.6% | +73.8% | -107.4% | -57.4% |
| All | -9.0% | +294.9% | -303.9% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling