+214.7%
SNDU vs STZ
-16.4%
+231.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -8.2% |
| 7D | -12.7% | -4.5% | -8.3% | -14.8% |
| 30D | +35.8% | -8.6% | +44.4% | +29.3% |
| 3M | -54.8% | -13.8% | -41.1% | -55.0% |
| All | +214.7% | -16.4% | +231.1% | +196.2% |
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