+476.5%
V vs STZ
+12.6%
+463.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +6.3% | +14.7% | -8.4% | +1.2% |
| 3M | +17.2% | +8.8% | +8.4% | +13.3% |
| 6M | +29.2% | +3.1% | +26.2% | +26.9% |
| YTD | +20.8% | +7.9% | +12.9% | +14.8% |
| 1Y | +25.0% | +14.2% | +10.8% | +15.9% |
| 3Y | +75.3% | -35.2% | +110.5% | +98.8% |
| 5Y | +105.8% | -29.6% | +135.4% | +121.2% |
| All | +476.5% | +12.6% | +463.9% | +392.4% |
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