+11.8%
STZ vs VIG
+267.0%
-255.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +19.6% | +4.3% | +15.3% | +15.4% |
| 3M | +8.0% | +2.0% | +6.0% | +6.2% |
| 6M | -0.3% | +10.2% | -10.4% | -8.3% |
| YTD | +8.6% | +14.8% | -6.2% | -3.9% |
| 1Y | +17.3% | +17.5% | -0.1% | +1.8% |
| 3Y | -34.7% | +67.4% | -102.1% | -58.8% |
| 5Y | -27.6% | +63.4% | -91.0% | -53.7% |
| 10Y | +11.8% | +259.9% | -248.1% | -66.6% |
| All | +11.8% | +267.0% | -255.2% | -66.6% |
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