+86.2%
SU vs STZ
+14.7%
+71.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.3% | -9.8% | -4.3% |
| 7D | -7.1% | +13.0% | -20.1% | -6.8% |
| 30D | +4.8% | +29.4% | -24.7% | +5.5% |
| 3M | +12.5% | +11.6% | +0.9% | +12.7% |
| 6M | +6.5% | -0.2% | +6.7% | +6.7% |
| YTD | +65.8% | +8.6% | +57.2% | +63.2% |
| 1Y | +86.2% | +15.9% | +70.2% | +84.4% |
| All | +86.2% | +14.7% | +71.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling