+103.1%
SPG vs STZ
-33.3%
+136.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | -6.8% | -1.9% | -5.0% | -6.4% |
| 3M | +2.7% | -6.2% | +8.9% | +4.5% |
| 6M | +5.5% | -14.0% | +19.5% | +10.0% |
| YTD | +15.7% | -5.1% | +20.8% | +15.6% |
| 1Y | +20.9% | -9.6% | +30.4% | +22.5% |
| 3Y | +112.4% | -47.2% | +159.6% | +163.5% |
| All | +103.1% | -33.3% | +136.4% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling