-6.4%
SSPC vs STZ
-1.7%
-4.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.4% |
| 7D | -11.1% | -0.9% | -10.2% | -10.4% |
| 30D | +19.1% | +14.9% | +4.1% | +6.7% |
| 3M | -31.7% | +8.4% | -40.1% | -35.7% |
| All | -6.4% | -1.7% | -4.8% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling