-9.7%
STZ vs SM
+6.6%
-16.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.9% | +26.3% | -28.2% | -3.5% |
| 3M | -6.2% | +8.7% | -14.9% | -7.0% |
| 6M | -14.0% | +51.7% | -65.7% | -16.9% |
| YTD | -5.1% | +99.0% | -104.2% | -10.1% |
| 1Y | -9.6% | +34.6% | -44.2% | -12.2% |
| 3Y | -47.2% | -7.8% | -39.5% | -48.3% |
| 5Y | -33.6% | +104.8% | -138.4% | -39.4% |
| All | -9.7% | +6.6% | -16.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling