-28.4%
STZ vs M
-6.1%
-22.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.2% | -0.1% |
| 7D | +11.8% | -2.1% | +13.9% | +12.0% |
| 30D | +26.0% | +7.7% | +18.3% | +25.0% |
| 3M | +11.5% | -4.4% | +15.9% | +11.9% |
| 6M | -2.0% | +27.5% | -29.5% | -4.5% |
| YTD | +7.9% | +12.8% | -4.9% | +6.1% |
| 1Y | +13.9% | +20.7% | -6.8% | +11.2% |
| 3Y | -35.8% | +111.3% | -147.1% | -42.0% |
| 5Y | -28.4% | -6.3% | -22.1% | -31.4% |
| All | -28.4% | -6.1% | -22.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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