+3,844.5%
STT vs STZ
+10,752.7%
-6,908.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -2.5% | +4.9% | -7.4% | -4.0% |
| 30D | -5.0% | +20.9% | -25.8% | -10.7% |
| 3M | -10.5% | +8.0% | -18.5% | -13.1% |
| 6M | +10.0% | -5.3% | +15.3% | +10.7% |
| YTD | +30.7% | +5.9% | +24.8% | +25.9% |
| 1Y | +43.8% | +14.2% | +29.6% | +35.0% |
| 3Y | +168.1% | -37.0% | +205.0% | +198.8% |
| 5Y | +101.4% | -29.7% | +131.1% | +116.2% |
| 10Y | +211.3% | +5.2% | +206.2% | +189.5% |
| All | +3,844.5% | +10,752.7% | -6,908.2% | +1,184.5% |
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