+418.8%
BE vs STZ
-16.0%
+434.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.6% | +15.2% | +7.3% |
| 7D | +29.8% | -7.4% | +37.2% | +26.2% |
| 30D | +26.4% | -10.9% | +37.3% | +21.4% |
| 3M | +9.3% | -13.4% | +22.8% | +5.8% |
| 6M | +105.1% | -16.2% | +121.3% | +97.7% |
| YTD | +219.0% | -10.4% | +229.5% | +197.4% |
| 1Y | +418.8% | -14.8% | +433.5% | +407.3% |
| All | +418.8% | -16.0% | +434.7% | +407.3% |
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