+155.9%
SO vs STZ
-14.3%
+170.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.7% |
| 7D | +1.0% | -7.4% | +8.4% | +3.4% |
| 30D | -3.2% | -10.9% | +7.7% | +0.1% |
| 3M | -1.7% | -13.4% | +11.7% | +2.4% |
| 6M | -7.2% | -16.2% | +9.0% | -2.7% |
| YTD | +4.6% | -10.4% | +15.0% | +6.6% |
| 1Y | +1.2% | -14.8% | +16.0% | +4.5% |
| 3Y | +45.3% | -50.1% | +95.4% | +77.6% |
| 5Y | +58.7% | -38.8% | +97.5% | +77.7% |
| 10Y | +155.9% | -14.1% | +169.9% | +134.3% |
| All | +155.9% | -14.3% | +170.2% | +134.3% |
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