-29.4%
STZ vs VOO
+67.9%
-97.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.9% | -2.7% | +7.6% | +6.2% |
| 30D | +20.9% | -5.4% | +26.2% | +23.7% |
| 3M | +8.0% | -4.1% | +12.0% | +9.8% |
| 6M | -5.3% | +0.7% | -6.0% | -6.2% |
| YTD | +5.9% | +8.7% | -2.8% | +0.8% |
| 1Y | +14.2% | +11.0% | +3.3% | +7.5% |
| 3Y | -37.0% | +75.5% | -112.4% | -54.5% |
| All | -29.4% | +67.9% | -97.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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