-4.1%
SAP vs STZ
+17.1%
-21.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | +1.6% | +3.4% | -1.8% | +1.2% |
| 30D | +10.5% | +19.6% | -9.1% | +8.8% |
| 3M | +15.2% | +8.0% | +7.1% | +13.7% |
| 6M | +36.7% | -0.3% | +36.9% | +33.9% |
| YTD | -0.6% | +8.6% | -9.1% | -3.2% |
| All | -4.1% | +17.1% | -21.1% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling