+5.2%
SSPC vs STZ
-0.7%
+5.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.3% | +2.5% | +2.7% |
| 7D | +11.8% | +13.0% | -1.2% | 0.0% |
| 30D | +44.7% | +29.4% | +15.3% | +21.3% |
| 3M | -40.7% | +11.6% | -52.3% | -44.6% |
| All | +5.2% | -0.7% | +5.9% | +10.8% |
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 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 · Available span rolling