-37.0%
STZ vs SAN
+235.5%
-272.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.5% |
| 7D | +4.9% | +4.9% | 0.0% | +4.4% |
| 30D | +20.9% | -13.0% | +33.9% | +22.6% |
| 3M | +8.0% | -18.9% | +26.9% | +10.4% |
| 6M | -5.3% | -4.1% | -1.1% | -5.4% |
| YTD | +5.9% | +2.6% | +3.3% | +4.3% |
| 1Y | +14.2% | +16.9% | -2.7% | +10.3% |
| 3Y | -37.0% | +239.1% | -276.0% | -48.7% |
| All | -37.0% | +235.5% | -272.5% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling