+128.9%
SU vs STZ
-34.9%
+163.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.7% | +2.6% | -0.8% | +1.6% |
| 30D | -7.9% | +15.2% | -23.1% | -8.4% |
| 3M | +7.5% | +7.6% | -0.1% | +7.1% |
| 6M | +7.2% | +5.3% | +1.9% | +7.0% |
| YTD | +60.9% | +8.6% | +52.3% | +59.1% |
| 1Y | +63.6% | +15.6% | +48.1% | +60.9% |
| 3Y | +128.9% | -35.2% | +164.0% | +128.0% |
| All | +128.9% | -34.9% | +163.8% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling