+84.9%
USB vs STZ
+11.6%
+73.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +5.3% | -3.9% | -0.8% |
| 30D | +6.4% | +19.6% | -13.2% | -1.6% |
| 3M | -4.5% | +10.0% | -14.4% | -8.8% |
| 6M | +11.4% | -0.3% | +11.6% | +10.4% |
| YTD | +17.1% | +8.6% | +8.5% | +10.3% |
| 1Y | +32.6% | +16.6% | +16.0% | +20.6% |
| 3Y | +101.8% | -34.8% | +136.6% | +133.6% |
| 5Y | +25.1% | -27.8% | +53.0% | +35.8% |
| 10Y | +84.9% | +12.5% | +72.3% | +73.4% |
| All | +84.9% | +11.6% | +73.3% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling