+387.2%
BE vs STZ
-29.7%
+416.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.7% |
| 7D | -14.7% | +4.9% | -19.6% | -15.4% |
| 30D | -40.5% | +20.9% | -61.4% | -42.9% |
| 3M | -24.3% | +8.0% | -32.3% | -25.8% |
| 6M | -39.3% | -5.3% | -34.0% | -38.5% |
| YTD | +99.4% | +5.9% | +93.5% | +89.0% |
| 1Y | +26.6% | +14.2% | +12.4% | +15.8% |
| 3Y | +1,616.9% | -37.0% | +1,653.9% | +1,945.1% |
| All | +387.2% | -29.7% | +416.9% | +479.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling