+641.7%
BE vs STZ
-21.0%
+662.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -13.4% | +5.3% | -18.7% | -15.9% |
| 30D | -33.9% | +19.6% | -53.5% | -41.2% |
| 3M | -12.0% | +10.0% | -21.9% | -18.9% |
| 6M | -29.0% | -0.3% | -28.7% | -32.4% |
| YTD | +113.4% | +8.6% | +104.8% | +86.2% |
| 1Y | +33.2% | +16.6% | +16.6% | +9.7% |
| 3Y | +1,659.2% | -34.8% | +1,694.0% | +2,000.4% |
| 5Y | +461.4% | -27.8% | +489.2% | +512.6% |
| All | +641.7% | -21.0% | +662.7% | +447.2% |
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