+146.9%
SMTC vs STZ
-10.2%
+157.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.1% |
| 7D | +12.7% | -1.9% | +14.7% | +12.3% |
| 30D | +22.0% | -1.9% | +23.9% | +21.2% |
| 3M | -12.7% | -6.2% | -6.4% | -13.1% |
| 6M | +64.8% | -14.0% | +78.8% | +62.1% |
| YTD | +100.7% | -5.1% | +105.8% | +97.6% |
| 1Y | +146.9% | -9.6% | +156.5% | +141.0% |
| All | +146.9% | -10.2% | +157.1% | +141.0% |
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