-5.3%
STZ vs ITOT
+1.1%
-6.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.7% |
| 7D | +4.9% | -2.7% | +7.6% | +4.4% |
| 30D | +20.9% | -5.2% | +26.0% | +19.5% |
| 3M | +8.0% | -4.4% | +12.4% | +7.0% |
| 6M | -5.3% | +0.4% | -5.7% | -6.5% |
| All | -5.3% | +1.1% | -6.4% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling