+377,219.5%
SU vs STZ
+9,075.1%
+368,144.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +4.6% |
| 7D | -1.0% | -7.4% | +6.4% | +4.1% |
| 30D | +13.7% | -10.9% | +24.6% | +22.1% |
| 3M | +8.0% | -13.4% | +21.5% | +17.4% |
| 6M | +21.0% | -16.2% | +37.2% | +32.4% |
| YTD | +56.2% | -10.4% | +66.7% | +60.9% |
| 1Y | +72.2% | -14.8% | +87.0% | +81.4% |
| 3Y | +118.1% | -50.1% | +168.2% | +212.0% |
| 5Y | +350.3% | -38.8% | +389.1% | +439.4% |
| 10Y | +248.5% | -14.1% | +262.6% | +190.6% |
| All | +377,219.5% | +9,075.1% | +368,144.4% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling