+432.9%
SNXX vs STZ
-18.2%
+451.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +22.9% |
| 7D | +34.9% | -1.9% | +36.8% | +33.5% |
| 30D | +52.5% | -1.9% | +54.4% | +51.5% |
| 3M | -41.3% | -6.2% | -35.1% | -40.2% |
| 6M | +293.8% | -14.0% | +307.8% | +278.2% |
| All | +432.9% | -18.2% | +451.2% | +385.9% |
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