-35.8%
STZ vs SPY
+74.5%
-110.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.7% |
| 7D | +11.8% | -4.7% | +16.5% | +13.4% |
| 30D | +26.0% | -5.9% | +31.9% | +28.2% |
| 3M | +11.5% | -4.5% | +16.1% | +13.0% |
| 6M | -2.0% | +1.8% | -3.8% | -3.1% |
| YTD | +7.9% | +8.3% | -0.5% | +3.8% |
| 1Y | +13.9% | +9.3% | +4.6% | +9.2% |
| All | -35.8% | +74.5% | -110.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling