-0.2%
STZ vs SM
+2.6%
-2.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -15.3% | +20.6% | +4.1% |
| 7D | +13.0% | -21.5% | +34.5% | +11.3% |
| 30D | +29.4% | -11.4% | +40.8% | +28.1% |
| 3M | +11.6% | +0.6% | +11.0% | +11.5% |
| 6M | -0.2% | +0.2% | -0.5% | -1.2% |
| All | -0.2% | +2.6% | -2.8% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling