+595.5%
STZ vs VIG
+633.1%
-37.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +2.4% |
| 7D | +11.8% | -2.0% | +13.8% | +13.8% |
| 30D | +26.0% | +2.7% | +23.2% | +22.8% |
| 3M | +11.5% | +0.3% | +11.2% | +11.1% |
| 6M | -2.0% | +7.6% | -9.6% | -8.5% |
| YTD | +7.9% | +12.5% | -4.6% | -3.7% |
| 1Y | +13.9% | +14.8% | -0.9% | -0.2% |
| 3Y | -35.8% | +63.2% | -99.0% | -59.9% |
| 5Y | -28.4% | +60.2% | -88.6% | -54.9% |
| 10Y | +7.1% | +262.8% | -255.8% | -69.6% |
| All | +595.5% | +633.1% | -37.6% | +7.8% |
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