-16.1%
SPGI vs STZ
-16.0%
-0.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -3.3% |
| 7D | -2.5% | -7.4% | +4.9% | -2.7% |
| 30D | +5.4% | -10.9% | +16.3% | +5.0% |
| 3M | +9.0% | -13.4% | +22.5% | +8.3% |
| 6M | +0.8% | -16.2% | +17.0% | -0.4% |
| YTD | -12.6% | -10.4% | -2.1% | -16.0% |
| 1Y | -16.1% | -14.8% | -1.4% | -19.3% |
| All | -16.1% | -16.0% | -0.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling