+146.2%
SN vs STZ
+15.1%
+131.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +19.4% | +14.9% | +4.5% | +16.8% |
| 3M | +20.9% | +8.4% | +12.5% | +19.3% |
| 6M | +111.1% | +2.8% | +108.3% | +109.6% |
| YTD | +102.8% | +7.5% | +95.3% | +89.9% |
| 1Y | +146.2% | +12.5% | +133.6% | +127.7% |
| All | +146.2% | +15.1% | +131.1% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling