+11.8%
STZ vs RUN
+133.0%
-121.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +2.7% |
| 7D | +3.4% | +18.1% | -14.6% | +2.1% |
| 30D | +19.6% | +27.5% | -7.9% | +17.3% |
| 3M | +8.0% | -4.5% | +12.5% | +8.0% |
| 6M | -0.3% | -33.3% | +33.1% | +1.9% |
| YTD | +8.6% | -47.1% | +55.6% | +11.3% |
| 1Y | +17.3% | -43.1% | +60.5% | +19.4% |
| 3Y | -34.7% | -3.0% | -31.7% | -42.1% |
| 5Y | -27.6% | -82.6% | +55.0% | -28.1% |
| 10Y | +11.8% | +103.3% | -91.6% | -22.9% |
| All | +11.8% | +133.0% | -121.3% | -22.9% |
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