+335.2%
SGI vs STZ
+11.6%
+323.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -3.9% | +5.3% | -9.3% | -6.1% |
| 30D | +0.9% | +19.6% | -18.6% | -7.0% |
| 3M | -2.9% | +10.0% | -12.9% | -7.4% |
| 6M | -9.0% | -0.3% | -8.7% | -9.5% |
| YTD | -29.2% | +8.6% | -37.7% | -33.4% |
| 1Y | -32.3% | +16.6% | -48.8% | -38.6% |
| 3Y | +72.4% | -34.8% | +107.2% | +103.0% |
| 5Y | +50.6% | -27.8% | +78.5% | +66.2% |
| 10Y | +335.2% | +12.5% | +322.7% | +272.3% |
| All | +335.2% | +11.6% | +323.7% | +272.3% |
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 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