+112.3%
SPG vs STZ
-47.3%
+159.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | -6.8% | -1.9% | -5.0% | -6.6% |
| 3M | +2.7% | -6.2% | +8.9% | +4.0% |
| 6M | +5.5% | -14.0% | +19.5% | +8.7% |
| YTD | +15.7% | -5.1% | +20.8% | +15.6% |
| 1Y | +20.9% | -9.6% | +30.4% | +22.1% |
| All | +112.3% | -47.3% | +159.6% | +152.5% |
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 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