-29.8%
STZ vs ITOT
+63.9%
-93.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.6% | +2.5% | +0.1% | +1.5% |
| 30D | +15.2% | -1.7% | +16.9% | +15.9% |
| 3M | +7.6% | -3.4% | +11.0% | +9.1% |
| 6M | +5.3% | +2.1% | +3.2% | +3.8% |
| YTD | +8.6% | +11.5% | -2.8% | +2.4% |
| 1Y | +15.6% | +13.6% | +1.9% | +7.8% |
| 3Y | -35.2% | +77.2% | -112.4% | -52.8% |
| All | -29.8% | +63.9% | -93.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling