+50.8%
SMTC vs STZ
+17.1%
+33.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.9% | +5.3% | -16.3% | -7.8% |
| 30D | -39.4% | +19.6% | -59.0% | -32.6% |
| 3M | -13.5% | +10.0% | -23.5% | -5.5% |
| 6M | -6.8% | -0.3% | -6.6% | +1.5% |
| YTD | +54.0% | +8.6% | +45.4% | +65.7% |
| 1Y | +50.8% | +16.6% | +34.2% | +74.3% |
| All | +50.8% | +17.1% | +33.7% | +74.3% |
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