+9,229.9%
STZ vs SM
+1,356.1%
+7,873.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -15.3% | +20.6% | +6.6% |
| 7D | +13.0% | -21.5% | +34.5% | +15.0% |
| 30D | +29.4% | -11.4% | +40.8% | +30.4% |
| 3M | +11.6% | +0.6% | +11.0% | +11.0% |
| 6M | -0.2% | +0.2% | -0.5% | -1.1% |
| YTD | +8.6% | +69.7% | -61.1% | +2.3% |
| 1Y | +15.9% | +71.6% | -55.6% | +9.0% |
| 3Y | -35.4% | -16.9% | -18.6% | -36.6% |
| 5Y | -26.9% | -3.2% | -23.6% | -31.0% |
| 10Y | +7.8% | +15.5% | -7.8% | -18.2% |
| All | +9,229.9% | +1,356.1% | +7,873.8% | +5,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling