+78.8%
SAP vs STZ
-29.2%
+107.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +6.5% | +14.7% | -8.2% | +3.0% |
| 3M | +14.7% | +8.8% | +5.8% | +12.1% |
| 6M | +39.9% | +3.1% | +36.9% | +38.2% |
| YTD | -2.0% | +7.9% | -9.9% | -5.6% |
| 1Y | -6.0% | +14.2% | -20.2% | -11.2% |
| 3Y | +67.7% | -35.2% | +102.9% | +84.8% |
| 5Y | +78.8% | -29.6% | +108.4% | +80.3% |
| All | +78.8% | -29.2% | +107.9% | +80.3% |
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