+14.0%
SMTC vs STZ
-29.7%
+43.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.5% | +12.9% |
| 7D | -19.0% | +4.9% | -23.9% | -19.5% |
| 30D | -46.7% | +20.9% | -67.6% | -48.7% |
| 3M | -23.4% | +8.0% | -31.4% | -24.9% |
| 6M | -13.4% | -5.3% | -8.1% | -12.0% |
| YTD | +40.1% | +5.9% | +34.1% | +34.5% |
| 1Y | +47.7% | +14.2% | +33.5% | +37.3% |
| 3Y | +606.9% | -37.0% | +643.9% | +723.0% |
| All | +14.0% | -29.7% | +43.7% | +21.4% |
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 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