+157.8%
SMTC vs STZ
-12.7%
+170.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -2.4% |
| 7D | +17.5% | -4.1% | +21.6% | +16.5% |
| 30D | +21.3% | -7.6% | +28.9% | +19.3% |
| 3M | +3.1% | -12.3% | +15.4% | +1.5% |
| 6M | +81.7% | -16.3% | +98.0% | +77.6% |
| YTD | +115.9% | -8.4% | +124.3% | +111.2% |
| 1Y | +157.8% | -10.8% | +168.7% | +152.6% |
| All | +157.8% | -12.7% | +170.5% | +152.6% |
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