+52.0%
STT vs STZ
+14.7%
+37.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.2% |
| 7D | -0.1% | +13.0% | -13.1% | +0.1% |
| 30D | -1.7% | +29.4% | -31.1% | -1.6% |
| 3M | -6.4% | +11.6% | -18.0% | -6.2% |
| 6M | +17.7% | -0.2% | +17.9% | +18.3% |
| YTD | +36.9% | +8.6% | +28.3% | +33.6% |
| 1Y | +52.0% | +15.9% | +36.1% | +49.9% |
| All | +52.0% | +14.7% | +37.3% | +49.9% |
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