+88.9%
SMR vs STZ
-50.3%
+139.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.6% | +20.9% | +14.8% |
| 7D | +21.4% | -7.4% | +28.8% | +20.8% |
| 30D | +13.8% | -10.9% | +24.7% | +13.1% |
| 3M | +3.9% | -13.4% | +17.3% | +3.3% |
| 6M | -4.2% | -16.2% | +12.0% | -4.7% |
| YTD | -21.1% | -10.4% | -10.7% | -22.2% |
| 1Y | -67.1% | -14.8% | -52.3% | -67.4% |
| 3Y | +88.9% | -50.1% | +139.0% | +69.9% |
| All | +88.9% | -50.3% | +139.2% | +69.9% |
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