-23.6%
STZ vs REPL
+35.1%
-58.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.9% |
| 7D | +4.9% | +22.8% | -17.9% | +4.5% |
| 30D | +20.9% | +63.8% | -42.9% | +19.8% |
| 3M | +8.0% | +68.1% | -60.1% | +6.9% |
| 6M | -5.3% | +528.5% | -533.8% | -10.1% |
| YTD | +5.9% | +122.4% | -116.5% | +1.5% |
| 1Y | +14.2% | +154.4% | -140.1% | +9.0% |
| 3Y | -37.0% | +68.0% | -105.0% | -44.3% |
| 5Y | -29.7% | -35.4% | +5.7% | -34.6% |
| All | -23.6% | +35.1% | -58.7% | -41.4% |
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