-21.6%
STZ vs REPL
+36.8%
-58.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.6% | +1.2% | +1.3% | +2.5% |
| 30D | +15.2% | +92.2% | -77.0% | +13.9% |
| 3M | +7.6% | +44.1% | -36.5% | +6.9% |
| 6M | +5.3% | +313.0% | -307.7% | +1.1% |
| YTD | +8.6% | +125.2% | -116.6% | +4.1% |
| 1Y | +15.6% | +143.8% | -128.2% | +10.4% |
| 3Y | -35.2% | +104.2% | -139.4% | -43.5% |
| 5Y | -29.1% | -34.5% | +5.5% | -34.1% |
| All | -21.6% | +36.8% | -58.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling