+511.9%
STZ vs VIG
+623.5%
-111.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.0% |
| 3M | -6.2% | +2.8% | -9.0% | -8.6% |
| 6M | -14.0% | +8.2% | -22.2% | -20.2% |
| YTD | -5.1% | +11.0% | -16.1% | -14.2% |
| 1Y | -9.6% | +16.1% | -25.7% | -21.6% |
| 3Y | -47.2% | +56.2% | -103.4% | -65.6% |
| 5Y | -33.6% | +63.0% | -96.6% | -58.9% |
| 10Y | -9.8% | +241.4% | -251.2% | -72.8% |
| All | +511.9% | +623.5% | -111.7% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling