+75.7%
STT vs STZ
-14.3%
+90.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.0% | -6.0% | +7.0% | +1.1% |
| 30D | +2.8% | -8.9% | +11.7% | +3.0% |
| 3M | +18.1% | -12.6% | +30.7% | +18.5% |
| 6M | +59.2% | -17.2% | +76.4% | +59.9% |
| YTD | +51.5% | -10.0% | +61.5% | +48.4% |
| 1Y | +75.7% | -14.3% | +90.0% | +74.1% |
| All | +75.7% | -14.3% | +90.0% | +74.1% |
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