+89.4%
STM vs STZ
+17.1%
+72.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +7.4% |
| 7D | -5.6% | +3.4% | -9.0% | -4.6% |
| 30D | -14.4% | +19.6% | -34.0% | -10.8% |
| 3M | -20.5% | +8.0% | -28.5% | -17.4% |
| 6M | -24.5% | -0.3% | -24.2% | -21.3% |
| YTD | +72.7% | +8.6% | +64.1% | +76.9% |
| All | +89.4% | +17.1% | +72.4% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling