+194.9%
SO vs STZ
+11.6%
+183.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +5.3% | -5.4% | -1.8% |
| 30D | +8.7% | +19.6% | -10.9% | +2.7% |
| 3M | +3.4% | +10.0% | -6.6% | -0.1% |
| 6M | +3.7% | -0.3% | +4.0% | +3.1% |
| YTD | +10.0% | +8.6% | +1.5% | +5.4% |
| 1Y | +6.6% | +16.6% | -10.0% | -0.6% |
| 3Y | +52.5% | -34.8% | +87.3% | +70.4% |
| 5Y | +76.1% | -27.8% | +103.9% | +87.3% |
| 10Y | +194.9% | +12.5% | +182.4% | +152.6% |
| All | +194.9% | +11.6% | +183.3% | +152.6% |
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