-37.0%
STZ vs SM
-20.0%
-16.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | +4.9% | -25.9% | +30.8% | +6.0% |
| 30D | +20.9% | -15.1% | +36.0% | +21.3% |
| 3M | +8.0% | +4.9% | +3.1% | +7.1% |
| 6M | -5.3% | +6.1% | -11.4% | -6.4% |
| YTD | +5.9% | +63.4% | -57.5% | +0.5% |
| 1Y | +14.2% | +72.5% | -58.3% | +7.9% |
| 3Y | -37.0% | -16.9% | -20.1% | -40.8% |
| All | -37.0% | -20.0% | -16.9% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling