+3,319.5%
SITM vs STZ
-9.1%
+3,328.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.8% |
| 7D | +6.6% | +2.6% | +4.1% | +5.5% |
| 30D | -15.3% | +15.2% | -30.5% | -21.5% |
| 3M | -35.4% | +7.6% | -43.0% | -38.8% |
| 6M | -46.8% | +5.3% | -52.1% | -49.5% |
| YTD | +25.9% | +8.6% | +17.2% | +14.7% |
| 1Y | +54.0% | +15.6% | +38.4% | +35.1% |
| 3Y | +315.6% | -35.2% | +350.7% | +392.5% |
| 5Y | +74.4% | -29.1% | +103.5% | +94.2% |
| All | +3,319.5% | -9.1% | +3,328.6% | +3,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling