+172.4%
SITM vs STZ
-38.0%
+210.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +3.7% | -6.0% | +9.7% | +5.8% |
| 30D | -14.5% | -8.9% | -5.6% | -12.2% |
| 3M | -10.6% | -12.6% | +2.0% | -7.1% |
| 6M | +65.5% | -17.2% | +82.7% | +74.3% |
| YTD | +67.0% | -10.0% | +77.0% | +67.3% |
| 1Y | +138.6% | -14.3% | +152.9% | +143.9% |
| 3Y | +421.8% | -49.9% | +471.7% | +595.2% |
| 5Y | +172.4% | -38.2% | +210.7% | +207.5% |
| All | +172.4% | -38.0% | +210.4% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling