+154.5%
STT vs STZ
-33.3%
+187.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | +3.9% | -1.9% | +5.7% | +4.2% |
| 3M | +20.0% | -6.2% | +26.2% | +21.5% |
| 6M | +55.3% | -14.0% | +69.3% | +61.2% |
| YTD | +53.3% | -5.1% | +58.5% | +52.0% |
| 1Y | +74.7% | -9.6% | +84.3% | +76.0% |
| 3Y | +205.8% | -47.2% | +253.1% | +276.5% |
| All | +154.5% | -33.3% | +187.8% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling