+3.0%
STZ vs SAN
+244.5%
-241.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +11.8% | +3.5% | +8.3% | +10.9% |
| 30D | +26.0% | -13.2% | +39.2% | +29.7% |
| 3M | +11.5% | -16.9% | +28.5% | +15.8% |
| 6M | -2.0% | +2.3% | -4.3% | -3.2% |
| YTD | +7.9% | +4.9% | +2.9% | +5.1% |
| 1Y | +13.9% | +20.4% | -6.5% | +7.3% |
| 3Y | -35.8% | +243.2% | -279.1% | -54.1% |
| 5Y | -28.4% | +275.3% | -303.7% | -51.4% |
| All | +3.0% | +244.5% | -241.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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