+275.2%
SGI vs STZ
-13.0%
+288.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.6% | -6.0% | +6.6% | +3.4% |
| 30D | +5.5% | -8.9% | +14.4% | +9.8% |
| 3M | -3.6% | -12.6% | +9.0% | +1.8% |
| 6M | -15.0% | -17.2% | +2.2% | -8.3% |
| YTD | -23.0% | -10.0% | -13.0% | -21.0% |
| 1Y | -18.4% | -14.3% | -4.1% | -14.7% |
| 3Y | +57.8% | -49.9% | +107.7% | +110.8% |
| 5Y | +51.5% | -38.2% | +89.7% | +78.7% |
| 10Y | +275.2% | -12.0% | +287.2% | +240.0% |
| All | +275.2% | -13.0% | +288.2% | +240.0% |
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