-5.8%
STM vs STZ
-29.4%
+23.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.7% |
| 7D | +1.4% | -0.9% | +2.4% | +1.7% |
| 30D | -8.4% | +14.9% | -23.3% | -12.1% |
| 3M | -15.8% | +8.4% | -24.2% | -18.2% |
| 6M | -22.8% | +2.8% | -25.6% | -24.0% |
| YTD | +79.4% | +7.5% | +71.8% | +70.1% |
| 1Y | +97.0% | +12.5% | +84.4% | +82.6% |
| 3Y | +14.2% | -35.4% | +49.6% | +31.0% |
| All | -5.8% | -29.4% | +23.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling