+422.5%
STM vs STZ
+12.5%
+410.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.9% |
| 7D | -5.6% | +3.4% | -9.0% | -6.9% |
| 30D | -14.4% | +19.6% | -34.0% | -20.6% |
| 3M | -20.5% | +8.0% | -28.5% | -23.8% |
| 6M | -24.5% | -0.3% | -24.2% | -25.8% |
| YTD | +72.7% | +8.6% | +64.1% | +61.2% |
| 1Y | +91.0% | +17.3% | +73.7% | +71.7% |
| 3Y | +13.5% | -34.7% | +48.2% | +29.5% |
| 5Y | -9.2% | -27.6% | +18.4% | -1.9% |
| 10Y | +422.5% | +11.8% | +410.8% | +408.2% |
| All | +422.5% | +12.5% | +410.0% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling