+323.8%
SN vs STZ
-52.4%
+376.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.4% |
| 7D | +0.1% | -7.4% | +7.5% | +2.0% |
| 30D | -5.6% | -10.9% | +5.3% | -3.0% |
| 3M | +48.1% | -13.4% | +61.5% | +53.0% |
| 6M | +57.6% | -16.2% | +73.8% | +64.0% |
| YTD | +56.5% | -10.4% | +67.0% | +57.9% |
| 1Y | +52.6% | -14.8% | +67.3% | +56.2% |
| 3Y | +412.0% | -50.1% | +462.1% | +471.9% |
| All | +323.8% | -52.4% | +376.1% | +358.2% |
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 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