+177.0%
SAP vs STZ
-9.3%
+186.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +9.0% | -1.9% | +10.9% | +9.5% |
| 3M | +14.9% | -6.2% | +21.2% | +16.8% |
| 6M | +11.9% | -14.0% | +25.9% | +15.9% |
| YTD | -9.9% | -5.1% | -4.8% | -10.0% |
| 1Y | -19.5% | -9.6% | -10.0% | -18.6% |
| 3Y | +61.8% | -47.2% | +109.0% | +91.2% |
| 5Y | +56.2% | -33.6% | +89.7% | +69.4% |
| All | +177.0% | -9.3% | +186.3% | +164.6% |
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