+1,672.1%
SGI vs STZ
+1,002.5%
+669.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -2.9% | +10.0% | -12.9% | -7.3% |
| 6M | -9.0% | -0.3% | -8.7% | -9.6% |
| YTD | -29.2% | +8.6% | -37.7% | -33.1% |
| 1Y | -32.3% | +16.6% | -48.8% | -38.2% |
| 3Y | +72.4% | -34.8% | +107.2% | +99.6% |
| 5Y | +50.6% | -27.8% | +78.5% | +65.3% |
| 10Y | +335.2% | +12.5% | +322.7% | +273.4% |
| All | +1,672.1% | +1,002.5% | +669.7% | +403.5% |
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