+319.5%
SN vs STZ
-49.5%
+369.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -9.3% | -1.9% | -7.4% | -8.9% |
| 30D | -4.8% | -1.9% | -2.9% | -4.5% |
| 3M | +40.4% | -6.2% | +46.7% | +42.2% |
| 6M | +50.9% | -14.0% | +65.0% | +56.1% |
| YTD | +54.9% | -5.1% | +60.1% | +54.1% |
| 1Y | +43.0% | -9.6% | +52.6% | +44.3% |
| 3Y | +391.8% | -47.2% | +439.1% | +441.7% |
| All | +319.5% | -49.5% | +369.1% | +347.4% |
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