+5,256.9%
SPG vs STZ
+4,230.0%
+1,026.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -6.8% | -1.9% | -5.0% | -6.5% |
| 3M | +2.7% | -6.2% | +8.9% | +4.3% |
| 6M | +5.5% | -14.0% | +19.5% | +9.4% |
| YTD | +15.7% | -5.1% | +20.8% | +16.3% |
| 1Y | +20.9% | -9.6% | +30.4% | +22.7% |
| 3Y | +112.4% | -47.2% | +159.6% | +147.6% |
| 5Y | +101.4% | -33.6% | +134.9% | +119.6% |
| 10Y | +60.6% | -9.8% | +70.4% | +62.7% |
| All | +5,256.9% | +4,230.0% | +1,026.9% | +3,123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling