+66.7%
SNXX vs STZ
-6.4%
+73.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.3% | -21.1% | -9.2% |
| 7D | -47.8% | +13.0% | -60.8% | -37.6% |
| 30D | -66.0% | +29.4% | -95.4% | -54.3% |
| 3M | -57.5% | +11.6% | -69.1% | -47.4% |
| 6M | -66.7% | -0.2% | -66.5% | -57.9% |
| All | +66.7% | -6.4% | +73.1% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling