+197.6%
STT vs STZ
+11.6%
+186.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | +5.3% | -4.2% | -1.0% |
| 30D | -1.9% | +19.6% | -21.5% | -9.1% |
| 3M | -7.6% | +10.0% | -17.5% | -11.7% |
| 6M | +16.0% | -0.3% | +16.2% | +14.6% |
| YTD | +36.2% | +8.6% | +27.6% | +27.7% |
| 1Y | +46.8% | +16.6% | +30.2% | +32.9% |
| 3Y | +177.8% | -34.8% | +212.6% | +220.1% |
| 5Y | +105.8% | -27.8% | +133.7% | +122.7% |
| 10Y | +197.6% | +12.5% | +185.1% | +187.0% |
| All | +197.6% | +11.6% | +186.0% | +187.0% |
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