+15.1%
STZ vs RUN
+77.1%
-62.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.3% |
| 7D | -0.9% | +3.2% | -4.1% | -1.3% |
| 30D | +14.9% | +19.5% | -4.6% | +13.1% |
| 3M | +8.4% | -9.6% | +18.0% | +8.8% |
| 6M | +2.8% | -37.3% | +40.1% | +5.4% |
| YTD | +7.5% | -50.7% | +58.2% | +10.7% |
| 1Y | +12.5% | -54.1% | +66.6% | +16.4% |
| 3Y | -35.4% | -3.9% | -31.5% | -42.9% |
| 5Y | -29.3% | -84.4% | +55.1% | -29.1% |
| All | +15.1% | +77.1% | -62.0% | -19.4% |
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