+62.2%
SPG vs STZ
-14.3%
+76.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +4.1% |
| 7D | 0.0% | -7.4% | +7.4% | +3.9% |
| 30D | -4.9% | -10.9% | +5.9% | +0.5% |
| 3M | +3.3% | -13.4% | +16.7% | +10.5% |
| 6M | +11.2% | -16.2% | +27.4% | +20.2% |
| YTD | +17.1% | -10.4% | +27.5% | +20.5% |
| 1Y | +21.6% | -14.8% | +36.4% | +27.8% |
| 3Y | +111.9% | -50.1% | +162.0% | +193.4% |
| 5Y | +106.9% | -38.8% | +145.7% | +146.4% |
| 10Y | +62.2% | -14.1% | +76.3% | +60.6% |
| All | +62.2% | -14.3% | +76.5% | +60.6% |
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