-28.4%
STZ vs SFM
+118.6%
-147.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.1% |
| 7D | +11.8% | +7.5% | +4.3% | +11.0% |
| 30D | +26.0% | -20.8% | +46.8% | +28.2% |
| 3M | +11.5% | -39.4% | +50.9% | +16.2% |
| 6M | -2.0% | -34.5% | +32.5% | +1.4% |
| YTD | +7.9% | -35.2% | +43.1% | +11.3% |
| 1Y | +13.9% | -35.3% | +49.2% | +17.5% |
| 3Y | -35.8% | +23.9% | -59.8% | -40.0% |
| 5Y | -28.4% | +113.8% | -142.3% | -37.4% |
| All | -28.4% | +118.6% | -147.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling