+41,304.4%
SMTC vs STZ
+11,023.3%
+30,281.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.5% | +10.3% | +12.3% |
| 7D | -4.8% | +3.4% | -8.3% | -5.8% |
| 30D | -37.8% | +19.6% | -57.4% | -40.9% |
| 3M | -16.5% | +8.0% | -24.5% | -19.2% |
| 6M | -4.4% | -0.3% | -4.1% | -6.2% |
| YTD | +58.0% | +8.6% | +49.5% | +50.7% |
| 1Y | +62.0% | +17.3% | +44.7% | +51.3% |
| 3Y | +745.7% | -34.7% | +780.4% | +804.2% |
| 5Y | +29.0% | -27.6% | +56.6% | +34.5% |
| 10Y | +351.4% | +11.8% | +339.6% | +318.9% |
| All | +41,304.4% | +11,023.3% | +30,281.1% | +20,763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling