+45.0%
BBY vs STZ
-49.6%
+94.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | +9.4% | -8.6% | +18.0% | +12.4% |
| 3M | +19.3% | -13.8% | +33.1% | +24.7% |
| 6M | +47.9% | -17.2% | +65.1% | +55.9% |
| YTD | +39.6% | -9.4% | +48.9% | +40.9% |
| 1Y | +22.2% | -11.9% | +34.0% | +24.5% |
| 3Y | +45.0% | -49.6% | +94.6% | +76.9% |
| All | +45.0% | -49.6% | +94.5% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling