+13.8%
STZ vs SM
+69.2%
-55.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.5% | -0.7% |
| 7D | -0.9% | +0.3% | -1.3% | -0.9% |
| 30D | +14.9% | -17.3% | +32.3% | +14.3% |
| 3M | +8.4% | -3.6% | +12.0% | +8.0% |
| 6M | +2.8% | +2.9% | -0.1% | +2.4% |
| YTD | +7.5% | +70.2% | -62.7% | -1.6% |
| All | +13.8% | +69.2% | -55.4% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling