+822.6%
VOO vs STZ
+741.0%
+81.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | +0.9% |
| 7D | +0.5% | -7.4% | +7.9% | +2.6% |
| 30D | -0.9% | -10.9% | +10.0% | +2.0% |
| 3M | +3.9% | -13.4% | +17.3% | +7.5% |
| 6M | +14.5% | -16.2% | +30.7% | +19.1% |
| YTD | +13.0% | -10.4% | +23.4% | +14.7% |
| 1Y | +19.4% | -14.8% | +34.2% | +22.6% |
| 3Y | +78.9% | -50.1% | +129.0% | +110.5% |
| 5Y | +82.3% | -38.8% | +121.1% | +101.1% |
| 10Y | +314.2% | -14.1% | +328.3% | +303.5% |
| All | +822.6% | +741.0% | +81.6% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling