+12,275.1%
SPGI vs STZ
+9,621.1%
+2,654.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.1% | -1.9% | +2.1% | +0.6% |
| 30D | +8.4% | -1.9% | +10.3% | +8.8% |
| 3M | +11.8% | -6.2% | +18.1% | +13.2% |
| 6M | +5.7% | -14.0% | +19.7% | +8.7% |
| YTD | -9.7% | -5.1% | -4.6% | -9.7% |
| 1Y | -12.5% | -9.6% | -2.9% | -11.7% |
| 3Y | +21.8% | -47.2% | +69.1% | +37.5% |
| 5Y | +8.2% | -33.6% | +41.8% | +15.6% |
| 10Y | +309.5% | -9.8% | +319.3% | +301.2% |
| All | +12,275.1% | +9,621.1% | +2,654.0% | +6,429.8% |
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