+16.3%
STZ vs SFM
+140.2%
-123.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +2.6% | +6.0% | -3.5% | +1.9% |
| 30D | +15.2% | -19.5% | +34.7% | +17.4% |
| 3M | +7.6% | -37.0% | +44.7% | +12.6% |
| 6M | +5.3% | -41.0% | +46.3% | +10.7% |
| YTD | +8.6% | -34.6% | +43.3% | +12.6% |
| 1Y | +15.6% | -36.3% | +51.8% | +20.0% |
| 3Y | -35.2% | +24.5% | -59.7% | -39.6% |
| 5Y | -29.1% | +115.9% | -145.0% | -39.4% |
| All | +16.3% | +140.2% | -123.8% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling