+657.6%
STM vs STZ
-14.3%
+671.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.7% |
| 7D | +5.2% | -7.4% | +12.6% | +8.3% |
| 30D | -7.4% | -10.9% | +3.5% | -3.4% |
| 3M | -30.6% | -13.4% | -17.2% | -27.2% |
| 6M | +66.4% | -16.2% | +82.6% | +75.9% |
| YTD | +101.1% | -10.4% | +111.6% | +104.3% |
| 1Y | +97.4% | -14.8% | +112.1% | +104.2% |
| 3Y | +21.1% | -50.1% | +71.3% | +55.7% |
| 5Y | +22.5% | -38.8% | +61.3% | +42.2% |
| 10Y | +657.6% | -14.1% | +671.7% | +676.0% |
| All | +657.6% | -14.3% | +671.9% | +676.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling