+4,608.4%
SITM vs STZ
-20.6%
+4,629.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.3% | +6.9% |
| 7D | +9.7% | -1.9% | +11.6% | +10.7% |
| 30D | +12.7% | -1.9% | +14.6% | +13.3% |
| 3M | -13.4% | -6.2% | -7.2% | -11.8% |
| 6M | +59.6% | -14.0% | +73.6% | +68.9% |
| YTD | +73.3% | -5.1% | +78.4% | +70.9% |
| 1Y | +165.5% | -9.6% | +175.1% | +167.0% |
| 3Y | +368.7% | -47.2% | +415.9% | +531.3% |
| 5Y | +172.5% | -33.6% | +206.1% | +213.0% |
| All | +4,608.4% | -20.6% | +4,629.0% | +5,233.1% |
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