-85.6%
SMR vs STZ
+14.7%
-100.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.3% | -9.8% | -2.9% |
| 7D | -9.5% | +13.0% | -22.5% | -6.2% |
| 30D | -33.2% | +29.4% | -62.6% | -28.7% |
| 3M | -45.9% | +11.6% | -57.5% | -43.8% |
| 6M | -57.9% | -0.2% | -57.7% | -56.3% |
| YTD | -63.8% | +8.6% | -72.3% | -66.6% |
| 1Y | -85.6% | +15.9% | -101.5% | -86.7% |
| All | -85.6% | +14.7% | -100.3% | -86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling