+444.2%
V vs STZ
+12.5%
+431.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.0% |
| 7D | -0.8% | +3.4% | -4.2% | -2.0% |
| 30D | +9.5% | +19.6% | -10.1% | +2.6% |
| 3M | +16.7% | +8.0% | +8.6% | +13.1% |
| 6M | +32.9% | -0.3% | +33.2% | +32.1% |
| YTD | +21.1% | +8.6% | +12.5% | +14.8% |
| 1Y | +26.6% | +17.3% | +9.3% | +16.1% |
| 3Y | +78.4% | -34.7% | +113.0% | +101.7% |
| 5Y | +105.5% | -27.6% | +133.1% | +118.1% |
| 10Y | +444.2% | +11.8% | +432.5% | +367.8% |
| All | +444.2% | +12.5% | +431.7% | +367.8% |
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