+119.0%
SMTC vs STZ
-38.0%
+156.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +22.5% | -6.0% | +28.5% | +24.0% |
| 30D | +24.9% | -8.9% | +33.8% | +26.9% |
| 3M | +4.1% | -12.6% | +16.6% | +6.8% |
| 6M | +92.6% | -17.2% | +109.8% | +99.7% |
| YTD | +122.5% | -10.0% | +132.5% | +120.9% |
| 1Y | +166.2% | -14.3% | +180.5% | +168.9% |
| 3Y | +577.2% | -49.9% | +627.1% | +750.8% |
| 5Y | +119.0% | -38.2% | +157.2% | +144.3% |
| All | +119.0% | -38.0% | +156.9% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling