+4,528.3%
STT vs STZ
+9,621.1%
-5,092.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.1% |
| 30D | +3.9% | -1.9% | +5.7% | +4.3% |
| 3M | +20.0% | -6.2% | +26.2% | +21.7% |
| 6M | +55.3% | -14.0% | +69.3% | +61.3% |
| YTD | +53.3% | -5.1% | +58.5% | +53.5% |
| 1Y | +74.7% | -9.6% | +84.3% | +77.0% |
| 3Y | +205.8% | -47.2% | +253.1% | +261.9% |
| 5Y | +145.0% | -33.6% | +178.6% | +168.7% |
| 10Y | +266.0% | -9.8% | +275.8% | +258.1% |
| All | +4,528.3% | +9,621.1% | -5,092.8% | +1,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling