-0.5%
BBY vs STZ
-37.5%
+37.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | +0.7% | -4.1% | +4.8% | +2.2% |
| 30D | +5.8% | -7.6% | +13.4% | +8.9% |
| 3M | +18.0% | -12.3% | +30.3% | +23.7% |
| 6M | +39.8% | -16.3% | +56.2% | +48.4% |
| YTD | +35.4% | -8.4% | +43.8% | +36.8% |
| 1Y | +21.4% | -10.8% | +32.2% | +23.9% |
| 3Y | +39.5% | -49.0% | +88.5% | +79.8% |
| 5Y | -0.5% | -36.5% | +36.0% | +15.5% |
| All | -0.5% | -37.5% | +37.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling