+1.5%
SMR vs STZ
-37.3%
+38.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -5.6% |
| 7D | +4.7% | -4.1% | +8.8% | +4.8% |
| 30D | +3.2% | -7.6% | +10.8% | +3.4% |
| 3M | +9.9% | -12.3% | +22.2% | +10.5% |
| 6M | -15.1% | -16.3% | +1.2% | -14.4% |
| YTD | -27.9% | -8.4% | -19.6% | -28.6% |
| 1Y | -70.2% | -10.8% | -59.4% | -70.4% |
| 3Y | +72.5% | -49.0% | +121.4% | +94.9% |
| All | +1.5% | -37.3% | +38.8% | +13.8% |
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