+145.8%
SITM vs STZ
-11.8%
+157.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.4% |
| 7D | +3.9% | -4.5% | +8.3% | +3.2% |
| 30D | -6.6% | -8.6% | +2.0% | -7.7% |
| 3M | -11.9% | -13.8% | +1.9% | -13.3% |
| 6M | +81.1% | -17.2% | +98.3% | +77.5% |
| YTD | +80.0% | -9.4% | +89.3% | +79.9% |
| 1Y | +145.8% | -11.9% | +157.7% | +151.8% |
| All | +145.8% | -11.8% | +157.6% | +151.8% |
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 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