+1.1%
STZ vs SPY
+312.9%
-311.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +4.9% | -2.7% | +7.6% | +6.8% |
| 30D | +20.9% | -5.4% | +26.3% | +25.2% |
| 3M | +8.0% | -4.1% | +12.1% | +10.7% |
| 6M | -5.3% | +0.7% | -6.0% | -6.5% |
| YTD | +5.9% | +8.7% | -2.7% | -1.3% |
| 1Y | +14.2% | +10.9% | +3.3% | +4.8% |
| 3Y | -37.0% | +75.0% | -112.0% | -59.8% |
| 5Y | -29.7% | +67.8% | -97.5% | -54.2% |
| All | +1.1% | +312.9% | -311.7% | -65.0% |
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