-9.7%
STZ vs SPY
+313.4%
-323.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -6.2% | +2.0% | -8.2% | -7.8% |
| 6M | -14.0% | +13.0% | -27.0% | -21.6% |
| YTD | -5.1% | +13.5% | -18.7% | -14.0% |
| 1Y | -9.6% | +20.0% | -29.5% | -21.4% |
| 3Y | -47.2% | +77.2% | -124.4% | -66.5% |
| 5Y | -33.6% | +81.9% | -115.5% | -59.4% |
| All | -9.7% | +313.4% | -323.1% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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