+44.4%
SITM vs STZ
+14.7%
+29.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.3% | -14.7% | -7.1% |
| 7D | -19.5% | +13.0% | -32.5% | -15.2% |
| 30D | -43.2% | +29.4% | -72.6% | -38.3% |
| 3M | -30.8% | +11.6% | -42.4% | -26.5% |
| 6M | -28.6% | -0.2% | -28.4% | -24.7% |
| YTD | +14.2% | +8.6% | +5.6% | +23.3% |
| 1Y | +44.4% | +15.9% | +28.5% | +93.0% |
| All | +44.4% | +14.7% | +29.6% | +93.0% |
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 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