+12.5%
STZ vs USFR
+28.5%
-16.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.3% | +0.1% | +5.3% | +5.4% |
| 30D | +19.6% | +0.4% | +19.2% | +19.8% |
| 3M | +10.0% | +1.1% | +8.9% | +10.4% |
| 6M | -0.3% | +2.1% | -2.3% | +0.4% |
| YTD | +8.6% | +3.4% | +5.1% | +9.7% |
| 1Y | +16.6% | +4.1% | +12.5% | +18.1% |
| 3Y | -34.8% | +14.4% | -49.2% | -32.1% |
| 5Y | -27.8% | +21.4% | -49.2% | -23.7% |
| 10Y | +12.5% | +28.5% | -16.0% | +19.7% |
| All | +12.5% | +28.5% | -16.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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