-80.4%
SMR vs STZ
+15.1%
-95.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | -0.1% |
| 7D | +1.9% | -0.9% | +2.9% | +1.6% |
| 30D | -21.9% | +14.9% | -36.9% | -18.5% |
| 3M | -47.1% | +8.4% | -55.5% | -45.2% |
| 6M | -60.6% | +2.8% | -63.5% | -59.3% |
| YTD | -63.1% | +7.5% | -70.6% | -65.3% |
| 1Y | -80.4% | +12.5% | -93.0% | -78.7% |
| All | -80.4% | +15.1% | -95.5% | -78.7% |
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