-34.7%
STZ vs VIG
+66.1%
-100.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +19.6% | +4.3% | +15.3% | +16.2% |
| 3M | +8.0% | +2.0% | +6.0% | +6.5% |
| 6M | -0.3% | +10.2% | -10.4% | -6.6% |
| YTD | +8.6% | +14.8% | -6.2% | -1.3% |
| 1Y | +17.3% | +17.5% | -0.1% | +4.9% |
| 3Y | -34.7% | +67.4% | -102.1% | -57.4% |
| All | -34.7% | +66.1% | -100.8% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling