+15.9%
STZ vs SFM
-35.8%
+51.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.8% |
| 7D | +13.0% | -12.3% | +25.2% | +13.9% |
| 30D | +29.4% | -16.2% | +45.6% | +31.3% |
| 3M | +11.6% | -36.8% | +48.4% | +16.7% |
| 6M | -0.2% | -32.6% | +32.4% | +3.9% |
| YTD | +8.6% | -31.7% | +40.3% | +11.9% |
| 1Y | +15.9% | -35.0% | +50.9% | +19.5% |
| All | +15.9% | -35.8% | +51.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling