+263.2%
BAC vs STZ
+3.4%
+259.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -1.2% | +4.9% | -6.1% | -3.1% |
| 30D | -7.7% | +20.9% | -28.5% | -14.6% |
| 3M | -21.2% | +8.0% | -29.1% | -24.0% |
| 6M | -6.8% | -5.3% | -1.6% | -5.8% |
| YTD | -8.7% | +5.9% | -14.6% | -13.1% |
| 1Y | -5.3% | +14.2% | -19.5% | -13.1% |
| 3Y | +87.4% | -37.0% | +124.4% | +117.7% |
| 5Y | +18.9% | -29.7% | +48.6% | +28.6% |
| All | +263.2% | +3.4% | +259.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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