+2,432.7%
SAP vs STZ
+2,526.2%
-93.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | -0.7% | +4.9% | -5.6% | -1.7% |
| 30D | +11.1% | +20.9% | -9.8% | +6.4% |
| 3M | +17.0% | +8.0% | +9.1% | +14.8% |
| 6M | +34.8% | -5.3% | +40.1% | +36.1% |
| YTD | -2.2% | +5.9% | -8.1% | -4.5% |
| 1Y | -6.4% | +14.2% | -20.7% | -10.3% |
| 3Y | +75.1% | -37.0% | +112.1% | +89.9% |
| 5Y | +69.8% | -29.7% | +99.5% | +78.9% |
| 10Y | +219.8% | +5.2% | +214.7% | +200.4% |
| All | +2,432.7% | +2,526.2% | -93.5% | +1,136.2% |
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