+34.8%
SMCI vs STZ
-49.0%
+83.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.4% |
| 7D | -1.3% | -4.1% | +2.8% | -0.5% |
| 30D | +18.3% | -7.6% | +25.9% | +20.1% |
| 3M | +27.7% | -12.3% | +40.0% | +31.3% |
| 6M | +17.6% | -16.3% | +33.9% | +22.1% |
| YTD | +27.7% | -8.4% | +36.1% | +28.1% |
| 1Y | -14.9% | -10.8% | -4.0% | -14.0% |
| All | +34.8% | -49.0% | +83.8% | +55.2% |
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