+55.3%
BE vs STZ
+14.7%
+40.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.3% | -11.7% | -3.1% |
| 7D | -12.1% | +13.0% | -25.1% | -5.0% |
| 30D | -30.1% | +29.4% | -59.5% | -19.4% |
| 3M | -12.1% | +11.6% | -23.7% | -3.9% |
| 6M | -30.6% | -0.2% | -30.3% | -24.1% |
| YTD | +130.6% | +8.6% | +122.1% | +124.7% |
| 1Y | +55.3% | +15.9% | +39.4% | +66.8% |
| All | +55.3% | +14.7% | +40.6% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling