+109.5%
SPG vs STZ
+12.6%
+96.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +16.4% | +14.7% | +1.7% | +8.2% |
| 3M | +7.1% | +8.8% | -1.7% | +1.6% |
| 6M | +16.1% | +3.1% | +13.0% | +12.8% |
| YTD | +30.4% | +7.9% | +22.6% | +21.4% |
| 1Y | +33.0% | +14.2% | +18.8% | +19.4% |
| 3Y | +134.6% | -35.2% | +169.8% | +180.9% |
| 5Y | +84.9% | -29.6% | +114.5% | +105.6% |
| All | +109.5% | +12.6% | +96.9% | +84.5% |
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