+4,601.6%
SNDK vs STZ
-20.9%
+4,622.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.6% |
| 7D | +8.8% | -4.1% | +12.9% | +10.1% |
| 30D | +33.2% | -7.6% | +40.8% | +35.8% |
| 3M | +3.0% | -12.3% | +15.3% | +7.3% |
| 6M | +173.5% | -16.3% | +189.8% | +187.8% |
| YTD | +613.0% | -8.4% | +621.4% | +577.5% |
| 1Y | +2,189.8% | -10.8% | +2,200.6% | +2,128.7% |
| All | +4,601.6% | -20.9% | +4,622.6% | +4,558.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling