-9.7%
STZ vs SAN
+345.3%
-355.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | +1.8% | -3.7% | -2.3% |
| 30D | -1.9% | +2.0% | -3.9% | -2.3% |
| 3M | -6.2% | +19.7% | -26.0% | -10.3% |
| 6M | -14.0% | +30.6% | -44.6% | -19.6% |
| YTD | -5.1% | +28.8% | -34.0% | -11.4% |
| 1Y | -9.6% | +57.8% | -67.3% | -19.8% |
| 3Y | -47.2% | +338.1% | -385.4% | -64.3% |
| 5Y | -33.6% | +384.2% | -417.8% | -57.6% |
| All | -9.7% | +345.3% | -355.0% | -47.7% |
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