-35.2%
STZ vs SPYG
+90.7%
-125.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +5.3% | -1.9% | +7.3% | +5.5% |
| 30D | +19.6% | -9.2% | +28.7% | +20.5% |
| 3M | +10.0% | -6.8% | +16.8% | +10.5% |
| 6M | -0.3% | -2.6% | +2.3% | -0.5% |
| YTD | +8.6% | +7.5% | +1.1% | +6.5% |
| 1Y | +16.6% | +6.7% | +9.9% | +14.5% |
| All | -35.2% | +90.7% | -125.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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