+12.5%
STZ vs SFM
-36.1%
+48.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.4% |
| 7D | -0.9% | -7.1% | +6.1% | 0.0% |
| 30D | +14.9% | -21.4% | +36.3% | +17.6% |
| 3M | +8.4% | -40.1% | +48.5% | +14.5% |
| 6M | +2.8% | -38.0% | +40.8% | +8.3% |
| YTD | +7.5% | -36.5% | +44.1% | +11.9% |
| 1Y | +12.5% | -35.2% | +47.7% | +17.1% |
| All | +12.5% | -36.1% | +48.7% | +17.1% |
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