-29.8%
STZ vs VIG
+64.4%
-94.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +3.5% | -0.9% | +0.1% |
| 30D | +15.2% | +4.9% | +10.3% | +11.3% |
| 3M | +7.6% | +2.5% | +5.1% | +5.8% |
| 6M | +5.3% | +11.0% | -5.8% | -2.2% |
| YTD | +8.6% | +16.0% | -7.3% | -2.3% |
| 1Y | +15.6% | +17.5% | -2.0% | +2.9% |
| 3Y | -35.2% | +67.0% | -102.2% | -55.5% |
| All | -29.8% | +64.4% | -94.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling