+340.7%
SMTC vs STZ
+13.4%
+327.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +11.0% | +2.6% | +8.5% | +10.3% |
| 30D | -28.5% | +15.2% | -43.7% | -32.2% |
| 3M | -14.2% | +7.6% | -21.9% | -17.7% |
| 6M | -18.0% | +5.3% | -23.3% | -21.1% |
| YTD | +55.5% | +8.6% | +46.9% | +45.1% |
| 1Y | +69.5% | +15.6% | +54.0% | +53.9% |
| 3Y | +699.7% | -35.2% | +734.8% | +805.0% |
| 5Y | +27.4% | -29.1% | +56.5% | +38.1% |
| All | +340.7% | +13.4% | +327.3% | +313.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling