+265.2%
SU vs STZ
-11.3%
+276.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.2% | -4.5% | +6.7% | +3.7% |
| 30D | +8.4% | -8.6% | +17.0% | +11.6% |
| 3M | +12.1% | -13.8% | +25.9% | +17.3% |
| 6M | +19.7% | -17.2% | +36.8% | +26.3% |
| YTD | +58.4% | -9.4% | +67.8% | +60.2% |
| 1Y | +67.2% | -11.9% | +79.1% | +70.1% |
| 3Y | +125.0% | -49.6% | +174.6% | +179.4% |
| 5Y | +355.1% | -37.2% | +392.2% | +399.9% |
| All | +265.2% | -11.3% | +276.5% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling