+338.6%
SPGI vs STZ
+12.8%
+325.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | -1.4% | -0.9% | -0.4% | -1.0% |
| 30D | +15.3% | +14.9% | +0.3% | +9.7% |
| 3M | +16.5% | +8.4% | +8.1% | +13.0% |
| 6M | +19.8% | +2.8% | +17.0% | +17.9% |
| YTD | -3.2% | +7.5% | -10.8% | -8.2% |
| 1Y | +1.8% | +12.5% | -10.8% | -5.4% |
| 3Y | +30.6% | -35.4% | +66.0% | +47.9% |
| 5Y | +16.0% | -29.3% | +45.3% | +25.3% |
| 10Y | +338.6% | +11.8% | +326.8% | +282.6% |
| All | +338.6% | +12.8% | +325.8% | +282.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling