-3.6%
SMR vs STZ
-35.1%
+31.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +4.4% | -1.9% | +6.3% | +4.5% |
| 30D | +3.4% | -1.9% | +5.3% | +3.5% |
| 3M | -19.2% | -6.2% | -12.9% | -18.9% |
| 6M | -22.6% | -14.0% | -8.6% | -22.0% |
| YTD | -31.5% | -5.1% | -26.4% | -32.2% |
| 1Y | -73.1% | -9.6% | -63.5% | -73.2% |
| 3Y | +55.0% | -47.2% | +102.2% | +75.1% |
| All | -3.6% | -35.1% | +31.5% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling