+183.0%
SO vs STZ
+9.8%
+173.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -1.5% | +4.9% | -6.4% | -3.0% |
| 30D | +8.1% | +20.9% | -12.8% | +1.7% |
| 3M | +0.2% | +8.0% | -7.8% | -2.6% |
| 6M | +0.4% | -5.3% | +5.7% | +1.4% |
| YTD | +8.5% | +5.9% | +2.6% | +4.8% |
| 1Y | +4.9% | +14.2% | -9.3% | -1.5% |
| 3Y | +47.9% | -37.0% | +84.9% | +67.1% |
| 5Y | +75.7% | -29.7% | +105.4% | +88.4% |
| All | +183.0% | +9.8% | +173.2% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling