+977.1%
BE vs STZ
-34.5%
+1,011.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | +23.9% | -6.0% | +30.0% | +28.0% |
| 30D | +27.8% | -8.9% | +36.7% | +33.8% |
| 3M | +3.7% | -12.6% | +16.3% | +8.7% |
| 6M | +78.0% | -17.2% | +95.2% | +90.3% |
| YTD | +209.9% | -10.0% | +219.9% | +207.4% |
| 1Y | +389.6% | -14.3% | +403.9% | +397.3% |
| 3Y | +1,730.6% | -49.9% | +1,780.5% | +2,573.7% |
| 5Y | +1,227.8% | -38.2% | +1,266.0% | +1,496.9% |
| All | +977.1% | -34.5% | +1,011.6% | +803.2% |
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