+99.4%
STT vs STZ
-29.7%
+129.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.5% | +4.9% | -7.4% | -3.8% |
| 30D | -5.0% | +20.9% | -25.8% | -10.1% |
| 3M | -10.5% | +8.0% | -18.5% | -12.8% |
| 6M | +10.0% | -5.3% | +15.3% | +11.2% |
| YTD | +30.7% | +5.9% | +24.8% | +25.3% |
| 1Y | +43.8% | +14.2% | +29.6% | +33.6% |
| 3Y | +168.1% | -37.0% | +205.0% | +207.4% |
| All | +99.4% | -29.7% | +129.1% | +97.7% |
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