-5.3%
STZ vs SUNB
+1.6%
-6.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +4.9% | -7.9% | +12.8% | +4.9% |
| 30D | +20.9% | +3.0% | +17.8% | +20.5% |
| 3M | +8.0% | -4.4% | +12.4% | +8.1% |
| 6M | -5.3% | +2.0% | -7.3% | -5.8% |
| All | -5.3% | +1.6% | -6.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling