+188.0%
STZ vs SFM
+132.6%
+55.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | -4.4% | +2.5% | -1.5% |
| 3M | -6.2% | +1.5% | -7.8% | -6.6% |
| 6M | -14.0% | +6.5% | -20.5% | -15.0% |
| YTD | -5.1% | +2.2% | -7.3% | -5.9% |
| 1Y | -9.6% | -41.9% | +32.3% | -5.1% |
| 3Y | -47.2% | +106.8% | -154.0% | -53.3% |
| 5Y | -33.6% | +231.6% | -265.1% | -45.6% |
| 10Y | -9.8% | +258.4% | -268.2% | -30.2% |
| All | +188.0% | +132.6% | +55.4% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling