+30.9%
SPG vs STZ
+14.7%
+16.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.1% |
| 7D | +8.2% | +13.0% | -4.8% | +6.2% |
| 30D | +13.5% | +29.4% | -16.0% | +9.6% |
| 3M | +2.2% | +11.6% | -9.4% | +0.5% |
| 6M | +15.9% | -0.2% | +16.1% | +15.3% |
| YTD | +27.6% | +8.6% | +19.0% | +24.8% |
| 1Y | +30.9% | +15.9% | +15.0% | +25.1% |
| All | +30.9% | +14.7% | +16.2% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling