+1.1%
STZ vs VIG
+257.3%
-256.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +4.9% | -1.8% | +6.7% | +6.5% |
| 30D | +20.9% | +2.7% | +18.2% | +18.2% |
| 3M | +8.0% | 0.0% | +8.0% | +8.0% |
| 6M | -5.3% | +6.8% | -12.0% | -10.5% |
| YTD | +5.9% | +12.1% | -6.1% | -4.3% |
| 1Y | +14.2% | +14.8% | -0.6% | +1.1% |
| 3Y | -37.0% | +62.4% | -99.4% | -59.1% |
| 5Y | -29.7% | +59.6% | -89.3% | -54.0% |
| All | +1.1% | +257.3% | -256.2% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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