+80.9%
SGI vs STZ
-37.0%
+117.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.0% |
| 7D | +1.0% | +4.9% | -3.9% | 0.0% |
| 30D | +3.9% | +20.9% | -17.0% | -0.1% |
| 3M | -0.8% | +8.0% | -8.8% | -2.5% |
| 6M | -18.0% | -5.3% | -12.7% | -17.3% |
| YTD | -27.6% | +5.9% | -33.5% | -29.2% |
| 1Y | -27.2% | +14.2% | -41.4% | -30.1% |
| All | +80.9% | -37.0% | +117.9% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling