+1.1%
STZ vs SPYG
+388.2%
-387.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +4.9% | -3.6% | +8.5% | +6.6% |
| 30D | +20.9% | -11.2% | +32.0% | +27.4% |
| 3M | +8.0% | -8.1% | +16.0% | +11.8% |
| 6M | -5.3% | -3.3% | -2.0% | -5.0% |
| YTD | +5.9% | +5.5% | +0.4% | +1.0% |
| 1Y | +14.2% | +7.0% | +7.3% | +8.0% |
| 3Y | -37.0% | +89.5% | -126.5% | -58.5% |
| 5Y | -29.7% | +63.3% | -93.0% | -50.0% |
| All | +1.1% | +388.2% | -387.1% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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