-9.7%
STZ vs SUI
+110.1%
-119.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.9% | -2.8% | +0.9% | -0.8% |
| 30D | -1.9% | -1.2% | -0.7% | -1.4% |
| 3M | -6.2% | -1.7% | -4.5% | -5.7% |
| 6M | -14.0% | -10.5% | -3.5% | -10.4% |
| YTD | -5.1% | -1.8% | -3.3% | -4.9% |
| 1Y | -9.6% | -4.1% | -5.5% | -8.6% |
| 3Y | -47.2% | +11.3% | -58.5% | -50.6% |
| 5Y | -33.6% | -32.1% | -1.5% | -25.2% |
| All | -9.7% | +110.1% | -119.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling