+91.7%
BKNG vs STZ
-36.9%
+128.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.1% |
| 7D | -10.7% | -4.1% | -6.6% | -9.8% |
| 30D | -18.1% | -7.6% | -10.5% | -16.6% |
| 3M | +8.5% | -12.3% | +20.8% | +11.5% |
| 6M | -0.1% | -16.3% | +16.2% | +3.3% |
| YTD | -18.2% | -8.4% | -9.9% | -18.2% |
| 1Y | -19.9% | -10.8% | -9.0% | -19.4% |
| 3Y | +41.6% | -49.0% | +90.6% | +66.8% |
| All | +91.7% | -36.9% | +128.6% | +93.4% |
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