+195.2%
STT vs STZ
+12.2%
+183.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +0.4% | -0.9% | +1.4% | +0.8% |
| 30D | -0.4% | +14.9% | -15.4% | -6.2% |
| 3M | -6.5% | +8.4% | -14.9% | -10.2% |
| 6M | +17.2% | +2.8% | +14.4% | +14.3% |
| YTD | +38.2% | +7.5% | +30.7% | +30.0% |
| 1Y | +49.3% | +12.5% | +36.7% | +37.2% |
| 3Y | +181.9% | -35.4% | +217.3% | +226.2% |
| 5Y | +106.9% | -29.3% | +136.2% | +126.0% |
| All | +195.2% | +12.2% | +183.0% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling