+74.7%
STT vs STZ
-10.2%
+84.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.5% | -1.9% | +2.4% | +0.5% |
| 30D | +3.9% | -1.9% | +5.7% | +3.9% |
| 3M | +20.0% | -6.2% | +26.2% | +20.0% |
| 6M | +55.3% | -14.0% | +69.3% | +55.9% |
| YTD | +53.3% | -5.1% | +58.5% | +50.1% |
| 1Y | +74.7% | -9.6% | +84.3% | +72.6% |
| All | +74.7% | -10.2% | +84.9% | +72.6% |
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