+262.0%
STT vs STZ
-14.3%
+276.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +1.0% |
| 7D | +2.2% | -7.4% | +9.6% | +5.3% |
| 30D | +3.9% | -10.9% | +14.8% | +8.5% |
| 3M | +19.2% | -13.4% | +32.6% | +25.3% |
| 6M | +60.4% | -16.2% | +76.6% | +69.9% |
| YTD | +51.5% | -10.4% | +61.9% | +54.3% |
| 1Y | +76.3% | -14.8% | +91.1% | +82.9% |
| 3Y | +200.7% | -50.1% | +250.9% | +289.3% |
| 5Y | +157.5% | -38.8% | +196.3% | +198.2% |
| 10Y | +262.0% | -14.1% | +276.1% | +271.4% |
| All | +262.0% | -14.3% | +276.3% | +271.4% |
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