+937.1%
STZ vs ITOT
+851.4%
+85.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +4.9% | -2.7% | +7.6% | +7.0% |
| 30D | +20.9% | -5.2% | +26.0% | +25.5% |
| 3M | +8.0% | -4.4% | +12.4% | +11.3% |
| 6M | -5.3% | +0.4% | -5.7% | -6.4% |
| YTD | +5.9% | +8.8% | -2.9% | -2.2% |
| 1Y | +14.2% | +11.0% | +3.2% | +3.8% |
| 3Y | -37.0% | +74.4% | -111.4% | -60.9% |
| 5Y | -29.7% | +60.0% | -89.7% | -54.2% |
| 10Y | +5.2% | +296.0% | -290.9% | -68.4% |
| All | +937.1% | +851.4% | +85.7% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling