+78.7%
SO vs STZ
-29.4%
+108.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +4.7% | +15.2% | -10.5% | +1.2% |
| 3M | +1.7% | +7.6% | -5.9% | -0.3% |
| 6M | +2.2% | +5.3% | -3.1% | +0.5% |
| YTD | +10.0% | +8.6% | +1.3% | +6.3% |
| 1Y | +6.0% | +15.6% | -9.5% | +0.5% |
| 3Y | +54.1% | -35.2% | +89.3% | +70.8% |
| All | +78.7% | -29.4% | +108.1% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling