-48.1%
SMR vs STZ
-25.7%
-22.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -2.8% | +5.3% | -8.1% | -2.7% |
| 30D | -27.5% | +19.6% | -47.1% | -27.4% |
| 3M | -43.1% | +10.0% | -53.1% | -43.0% |
| 6M | -58.4% | -0.3% | -58.1% | -58.0% |
| YTD | -63.2% | +8.6% | -71.7% | -63.4% |
| 1Y | -81.6% | +16.6% | -98.2% | -81.9% |
| 3Y | +149.8% | -34.8% | +184.6% | +175.4% |
| All | -48.1% | -25.7% | -22.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling