+82.3%
VOO vs STZ
-38.0%
+120.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -0.4% | -6.0% | +5.7% | +1.0% |
| 30D | -1.4% | -8.9% | +7.5% | +0.5% |
| 3M | +3.7% | -12.6% | +16.3% | +6.4% |
| 6M | +13.0% | -17.2% | +30.2% | +17.1% |
| YTD | +12.4% | -10.0% | +22.5% | +13.1% |
| 1Y | +18.6% | -14.3% | +32.9% | +20.7% |
| 3Y | +78.1% | -49.9% | +128.0% | +111.7% |
| 5Y | +82.3% | -38.2% | +120.5% | +93.8% |
| All | +82.3% | -38.0% | +120.2% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling