-28.4%
STZ vs SUI
-25.7%
-2.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +11.8% | +8.8% | +3.0% | +8.7% |
| 30D | +26.0% | +8.9% | +17.0% | +22.5% |
| 3M | +11.5% | +2.0% | +9.5% | +10.8% |
| 6M | -2.0% | -0.6% | -1.3% | -1.9% |
| YTD | +7.9% | +1.3% | +6.5% | +6.9% |
| 1Y | +13.9% | +1.3% | +12.7% | +12.9% |
| 3Y | -35.8% | +16.3% | -52.1% | -39.8% |
| 5Y | -28.4% | -25.1% | -3.4% | -24.9% |
| All | -28.4% | -25.7% | -2.7% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling