+338.3%
SU vs STZ
-37.6%
+375.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.2% | -4.5% | +6.7% | +2.9% |
| 30D | +8.4% | -8.6% | +17.0% | +9.8% |
| 3M | +12.1% | -13.8% | +25.9% | +14.5% |
| 6M | +19.7% | -17.2% | +36.8% | +22.8% |
| YTD | +58.4% | -9.4% | +67.8% | +58.7% |
| 1Y | +67.2% | -11.9% | +79.1% | +68.2% |
| 3Y | +125.0% | -49.6% | +174.6% | +156.2% |
| All | +338.3% | -37.6% | +375.9% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling