+12.5%
STZ vs RUN
+94.0%
-81.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +0.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +19.6% | +14.0% | +5.6% | +18.2% |
| 3M | +10.0% | -11.8% | +21.7% | +10.5% |
| 6M | -0.3% | -40.4% | +40.1% | +2.7% |
| YTD | +8.6% | -52.7% | +61.2% | +12.2% |
| 1Y | +16.6% | -52.5% | +69.1% | +20.2% |
| 3Y | -34.8% | -7.7% | -27.1% | -42.1% |
| 5Y | -27.8% | -83.9% | +56.0% | -28.1% |
| 10Y | +12.5% | +84.9% | -72.4% | -21.8% |
| All | +12.5% | +94.0% | -81.5% | -21.8% |
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