-27.8%
STZ vs SAN
+298.8%
-326.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.3% | +10.8% | -5.4% | +3.9% |
| 30D | +19.6% | -5.7% | +25.3% | +20.4% |
| 3M | +10.0% | -13.4% | +23.4% | +11.9% |
| 6M | -0.3% | +3.5% | -3.8% | -1.3% |
| YTD | +8.6% | +9.7% | -1.2% | +6.0% |
| 1Y | +16.6% | +20.9% | -4.3% | +12.1% |
| 3Y | -34.8% | +254.3% | -289.1% | -48.0% |
| 5Y | -27.8% | +304.2% | -332.1% | -44.0% |
| All | -27.8% | +298.8% | -326.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling