+11.8%
STZ vs SFM
+140.8%
-129.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.3% |
| 7D | -0.9% | -7.1% | +6.1% | -0.2% |
| 30D | +14.9% | -21.4% | +36.3% | +17.5% |
| 3M | +8.4% | -40.1% | +48.5% | +14.0% |
| 6M | +2.8% | -38.0% | +40.8% | +7.5% |
| YTD | +7.5% | -36.5% | +44.1% | +11.8% |
| 1Y | +12.5% | -35.2% | +47.7% | +16.6% |
| 3Y | -35.4% | +23.5% | -58.9% | -39.7% |
| 5Y | -29.3% | +109.7% | -139.0% | -39.3% |
| 10Y | +11.8% | +132.6% | -120.8% | -10.2% |
| All | +11.8% | +140.8% | -129.0% | -10.2% |
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