+668.0%
BE vs STZ
-20.9%
+688.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.3% |
| 7D | +10.8% | +2.6% | +8.3% | +9.3% |
| 30D | -19.8% | +15.2% | -35.0% | -27.1% |
| 3M | -18.7% | +7.6% | -26.4% | -24.2% |
| 6M | -33.7% | +5.3% | -39.0% | -39.1% |
| YTD | +121.0% | +8.6% | +112.3% | +92.6% |
| 1Y | +85.4% | +15.6% | +69.8% | +53.8% |
| 3Y | +1,709.5% | -35.2% | +1,744.7% | +2,070.3% |
| 5Y | +462.2% | -29.1% | +491.3% | +522.9% |
| All | +668.0% | -20.9% | +688.9% | +465.9% |
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 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