+911.5%
BE vs STZ
-31.0%
+942.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.8% |
| 7D | +20.0% | -1.9% | +21.9% | +21.3% |
| 30D | +7.9% | -1.9% | +9.8% | +8.4% |
| 3M | -13.2% | -6.2% | -7.0% | -12.7% |
| 6M | +53.5% | -14.0% | +67.5% | +61.8% |
| YTD | +191.0% | -5.1% | +196.1% | +181.0% |
| 1Y | +360.5% | -9.6% | +370.1% | +355.4% |
| 3Y | +1,568.0% | -47.2% | +1,615.2% | +2,273.4% |
| 5Y | +1,055.2% | -33.6% | +1,088.8% | +1,224.6% |
| All | +911.5% | -31.0% | +942.4% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling