+78.0%
SPG vs STZ
-29.7%
+107.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | +4.9% | +4.9% | 0.0% | +3.3% |
| 30D | +15.6% | +20.9% | -5.3% | +8.8% |
| 3M | +4.1% | +8.0% | -3.9% | +1.2% |
| 6M | +13.6% | -5.3% | +18.9% | +15.0% |
| YTD | +27.5% | +5.9% | +21.6% | +22.8% |
| 1Y | +32.2% | +14.2% | +18.0% | +23.4% |
| 3Y | +126.0% | -37.0% | +163.0% | +160.3% |
| All | +78.0% | -29.7% | +107.7% | +72.1% |
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