-22.2%
STZ vs REPL
+25.1%
-47.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | +11.8% | +15.1% | -3.3% | +11.5% |
| 30D | +26.0% | +51.1% | -25.1% | +25.1% |
| 3M | +11.5% | +69.2% | -57.7% | +10.4% |
| 6M | -2.0% | +597.6% | -599.5% | -7.3% |
| YTD | +7.9% | +106.0% | -98.1% | +3.5% |
| 1Y | +13.9% | +133.3% | -119.4% | +8.9% |
| 3Y | -35.8% | +41.0% | -76.8% | -42.8% |
| 5Y | -28.4% | -40.1% | +11.7% | -33.4% |
| All | -22.2% | +25.1% | -47.3% | -40.2% |
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