+33.2%
BE vs STZ
+17.1%
+16.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -13.4% | +5.3% | -18.7% | -10.5% |
| 30D | -33.9% | +19.6% | -53.5% | -26.2% |
| 3M | -12.0% | +10.0% | -21.9% | -4.2% |
| 6M | -29.0% | -0.3% | -28.7% | -22.5% |
| YTD | +113.4% | +8.6% | +104.8% | +109.7% |
| 1Y | +33.2% | +16.6% | +16.6% | +52.0% |
| All | +33.2% | +17.1% | +16.1% | +52.0% |
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