-5.9%
STZ vs SUNB
+15.8%
-21.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.1% |
| 30D | +14.9% | +10.3% | +4.7% | +14.1% |
| 3M | +8.4% | +3.9% | +4.6% | +8.2% |
| 6M | +2.8% | +17.5% | -14.7% | +0.9% |
| All | -5.9% | +15.8% | -21.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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