+133.6%
SPG vs STZ
-34.9%
+168.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | +17.2% | +15.2% | +2.1% | +13.7% |
| 3M | +6.3% | +7.6% | -1.3% | +4.4% |
| 6M | +18.7% | +5.3% | +13.4% | +17.0% |
| YTD | +30.1% | +8.6% | +21.4% | +26.1% |
| 1Y | +32.8% | +15.6% | +17.2% | +26.4% |
| 3Y | +133.6% | -35.2% | +168.7% | +152.6% |
| All | +133.6% | -34.9% | +168.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling