+434.4%
SITM vs STZ
-49.9%
+484.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +3.7% | -6.0% | +9.7% | +4.6% |
| 30D | -14.5% | -8.9% | -5.6% | -13.6% |
| 3M | -10.6% | -12.6% | +2.0% | -9.0% |
| 6M | +65.5% | -17.2% | +82.7% | +69.5% |
| YTD | +67.0% | -10.0% | +77.0% | +66.3% |
| 1Y | +138.6% | -14.3% | +152.9% | +141.4% |
| All | +434.4% | -49.9% | +484.3% | +523.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling