+4.9%
STM vs STZ
-37.2%
+42.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.6% |
| 7D | -10.7% | +4.9% | -15.6% | -11.3% |
| 30D | -25.7% | +20.9% | -46.6% | -28.1% |
| 3M | -21.6% | +8.0% | -29.5% | -22.5% |
| 6M | -27.8% | -5.3% | -22.5% | -26.4% |
| YTD | +61.8% | +5.9% | +55.8% | +56.7% |
| 1Y | +78.1% | +14.2% | +63.9% | +67.4% |
| 3Y | +4.9% | -37.0% | +41.9% | +16.5% |
| All | +4.9% | -37.2% | +42.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling