+432.7%
SN vs STZ
-42.6%
+475.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +16.6% | +14.7% | +1.9% | +12.6% |
| 3M | +18.3% | +8.8% | +9.5% | +15.6% |
| 6M | +103.1% | +3.1% | +100.0% | +100.7% |
| YTD | +96.7% | +7.9% | +88.8% | +89.3% |
| 1Y | +134.3% | +14.2% | +120.2% | +121.7% |
| 3Y | +425.2% | -35.2% | +460.4% | +471.3% |
| All | +432.7% | -42.6% | +475.3% | +449.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling