+69.5%
SMTC vs STZ
+15.6%
+54.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -3.6% |
| 7D | +11.0% | +2.6% | +8.5% | +12.6% |
| 30D | -28.5% | +15.2% | -43.7% | -21.7% |
| 3M | -14.2% | +7.6% | -21.9% | -6.4% |
| 6M | -18.0% | +5.3% | -23.3% | -10.0% |
| YTD | +55.5% | +8.6% | +46.9% | +67.2% |
| 1Y | +69.5% | +15.6% | +54.0% | +83.7% |
| All | +69.5% | +15.6% | +54.0% | +83.7% |
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