+1.1%
STZ vs SM
+8.2%
-7.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +4.9% | -25.9% | +30.8% | +6.7% |
| 30D | +20.9% | -15.1% | +36.0% | +21.9% |
| 3M | +8.0% | +4.9% | +3.1% | +7.2% |
| 6M | -5.3% | +6.1% | -11.4% | -6.3% |
| YTD | +5.9% | +63.4% | -57.5% | +1.3% |
| 1Y | +14.2% | +72.5% | -58.3% | +8.8% |
| 3Y | -37.0% | -16.9% | -20.1% | -37.9% |
| 5Y | -29.7% | -10.6% | -19.1% | -32.4% |
| All | +1.1% | +8.2% | -7.1% | -22.5% |
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