+173.2%
BKR vs STZ
-36.9%
+210.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.5% | -7.1% |
| 7D | -6.7% | -4.1% | -2.6% | -5.9% |
| 30D | -8.3% | -7.6% | -0.8% | -6.9% |
| 3M | -5.4% | -12.3% | +6.9% | -2.9% |
| 6M | +0.8% | -16.3% | +17.1% | +4.4% |
| YTD | +31.8% | -8.4% | +40.2% | +32.9% |
| 1Y | +28.6% | -10.8% | +39.4% | +30.3% |
| 3Y | +71.2% | -49.0% | +120.2% | +100.1% |
| All | +173.2% | -36.9% | +210.1% | +179.6% |
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