+1.1%
STZ vs RUN
+102.4%
-101.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +4.9% | +33.4% | -28.5% | +2.6% |
| 30D | +20.9% | +31.1% | -10.3% | +18.2% |
| 3M | +8.0% | +6.4% | +1.6% | +7.1% |
| 6M | -5.3% | -22.2% | +16.9% | -4.4% |
| YTD | +5.9% | -45.8% | +51.7% | +8.4% |
| 1Y | +14.2% | -51.1% | +65.3% | +17.5% |
| 3Y | -37.0% | -3.0% | -34.0% | -44.2% |
| 5Y | -29.7% | -82.2% | +52.5% | -30.3% |
| All | +1.1% | +102.4% | -101.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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