+165.5%
SITM vs STZ
-10.2%
+175.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.3% | +6.4% |
| 7D | +9.7% | -1.9% | +11.6% | +9.4% |
| 30D | +12.7% | -1.9% | +14.6% | +12.3% |
| 3M | -13.4% | -6.2% | -7.2% | -13.9% |
| 6M | +59.6% | -14.0% | +73.6% | +56.9% |
| YTD | +73.3% | -5.1% | +78.4% | +74.3% |
| 1Y | +165.5% | -9.6% | +175.1% | +169.5% |
| All | +165.5% | -10.2% | +175.7% | +169.5% |
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