+11,247.2%
STZ vs SAN
+1,927.6%
+9,319.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.1% | +3.9% |
| 7D | +13.0% | +4.5% | +8.4% | +11.9% |
| 30D | +29.4% | -12.1% | +41.5% | +32.9% |
| 3M | +11.6% | -15.6% | +27.1% | +15.5% |
| 6M | -0.2% | +5.8% | -6.0% | -2.1% |
| YTD | +8.6% | +5.5% | +3.1% | +5.8% |
| 1Y | +15.9% | +23.6% | -7.7% | +8.9% |
| 3Y | -35.4% | +244.9% | -280.4% | -52.8% |
| 5Y | -26.9% | +282.2% | -309.1% | -49.2% |
| 10Y | +7.8% | +255.8% | -248.0% | -28.1% |
| All | +11,247.2% | +1,927.6% | +9,319.6% | +5,245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling