-32.8%
STZ vs M
+27.3%
-60.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -1.9% | +4.7% | -6.6% | -2.3% |
| 30D | -1.9% | -9.6% | +7.8% | -1.0% |
| 3M | -6.2% | +0.9% | -7.1% | -6.4% |
| 6M | -14.0% | +22.3% | -36.3% | -15.7% |
| YTD | -5.1% | +6.5% | -11.6% | -6.0% |
| 1Y | -9.6% | +38.8% | -48.3% | -12.6% |
| 3Y | -47.2% | +115.9% | -163.1% | -52.0% |
| All | -32.8% | +27.3% | -60.1% | -35.0% |
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