+439.5%
SN vs STZ
-43.7%
+483.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +7.2% | +4.9% | +2.3% | +5.9% |
| 30D | +20.4% | +20.9% | -0.5% | +14.8% |
| 3M | +23.9% | +8.0% | +15.9% | +21.3% |
| 6M | +93.0% | -5.3% | +98.3% | +95.0% |
| YTD | +99.2% | +5.9% | +93.3% | +92.6% |
| 1Y | +142.6% | +14.2% | +128.4% | +129.2% |
| 3Y | +398.8% | -37.0% | +435.8% | +447.1% |
| All | +439.5% | -43.7% | +483.1% | +459.0% |
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