+93.0%
SN vs STZ
-4.7%
+97.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +7.2% | +4.9% | +2.3% | +6.2% |
| 30D | +20.4% | +20.9% | -0.5% | +16.1% |
| 3M | +23.9% | +8.0% | +15.9% | +22.4% |
| 6M | +93.0% | -5.3% | +98.3% | +101.3% |
| All | +93.0% | -4.7% | +97.7% | +101.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling