+1,132.3%
BE vs STZ
-32.8%
+1,165.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.5% |
| 7D | +20.0% | -1.9% | +21.9% | +20.5% |
| 30D | +7.9% | -1.9% | +9.8% | +8.1% |
| 3M | -13.2% | -6.2% | -7.0% | -13.0% |
| 6M | +53.5% | -14.0% | +67.5% | +57.9% |
| YTD | +191.0% | -5.1% | +196.1% | +183.0% |
| 1Y | +360.5% | -9.6% | +370.1% | +356.3% |
| 3Y | +1,568.0% | -47.2% | +1,615.2% | +2,070.4% |
| All | +1,132.3% | -32.8% | +1,165.1% | +1,427.9% |
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 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