+28.4%
BKR vs STZ
-10.8%
+39.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.5% | -6.8% |
| 7D | -6.7% | -4.1% | -2.6% | -6.3% |
| 30D | -8.3% | -7.6% | -0.8% | -7.6% |
| 3M | -5.4% | -12.3% | +6.9% | -3.9% |
| 6M | +0.8% | -16.3% | +17.1% | +2.9% |
| YTD | +31.8% | -8.4% | +40.2% | +31.6% |
| All | +28.4% | -10.8% | +39.3% | +28.5% |
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 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