+50.1%
STT vs STZ
+15.6%
+34.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +4.8% | +2.6% | +2.2% | +4.8% |
| 30D | +3.9% | +15.2% | -11.3% | +4.1% |
| 3M | -8.2% | +7.6% | -15.8% | -7.9% |
| 6M | +15.6% | +5.3% | +10.3% | +15.9% |
| YTD | +37.6% | +8.6% | +29.0% | +33.9% |
| 1Y | +50.1% | +15.6% | +34.6% | +42.2% |
| All | +50.1% | +15.6% | +34.6% | +42.2% |
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