-9.7%
STZ vs RUN
+45.5%
-55.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -1.9% | -15.3% | +13.4% | -0.8% |
| 3M | -6.2% | -40.0% | +33.8% | -3.0% |
| 6M | -14.0% | -27.0% | +12.9% | -12.8% |
| YTD | -5.1% | -51.7% | +46.6% | -1.8% |
| 1Y | -9.6% | -45.9% | +36.3% | -7.8% |
| 3Y | -47.2% | -43.8% | -3.5% | -51.0% |
| 5Y | -33.6% | -80.5% | +46.9% | -35.3% |
| All | -9.7% | +45.5% | -55.2% | -38.9% |
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