+16.3%
STZ vs SM
+18.0%
-1.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +9.4% | -6.8% | +2.0% |
| 30D | +15.2% | -14.4% | +29.6% | +16.1% |
| 3M | +7.6% | +1.6% | +6.1% | +7.1% |
| 6M | +5.3% | +6.3% | -1.1% | +4.1% |
| YTD | +8.6% | +78.8% | -70.1% | +3.3% |
| 1Y | +15.6% | +83.1% | -67.6% | +9.6% |
| 3Y | -35.2% | -5.9% | -29.3% | -36.7% |
| 5Y | -29.1% | +4.8% | -33.9% | -32.6% |
| All | +16.3% | +18.0% | -1.7% | -10.5% |
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