+324.4%
SNXX vs STZ
-14.9%
+339.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +3.0% |
| 7D | +27.3% | -6.0% | +33.3% | +23.8% |
| 30D | +89.3% | -8.9% | +98.2% | +81.2% |
| 3M | -29.6% | -12.6% | -17.0% | -29.1% |
| 6M | +324.4% | -17.2% | +341.6% | +268.0% |
| All | +324.4% | -14.9% | +339.4% | +268.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling