-9.2%
STZ vs SPYG
+410.8%
-420.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -1.9% | -0.4% | -1.4% | -1.7% |
| 3M | -6.2% | +0.5% | -6.8% | -6.9% |
| 6M | -14.0% | +17.5% | -31.5% | -21.6% |
| YTD | -5.1% | +14.3% | -19.5% | -12.5% |
| 1Y | -9.6% | +21.7% | -31.3% | -19.6% |
| 3Y | -47.2% | +98.6% | -145.9% | -65.8% |
| 5Y | -33.6% | +85.1% | -118.7% | -56.0% |
| All | -9.2% | +410.8% | -420.0% | -74.4% |
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