+18.0%
BLK vs STZ
+14.7%
+3.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +4.9% |
| 7D | +5.7% | +13.0% | -7.2% | +4.6% |
| 30D | +14.8% | +29.4% | -14.6% | +11.8% |
| 3M | +8.8% | +11.6% | -2.8% | +7.8% |
| 6M | +17.6% | -0.2% | +17.8% | +17.3% |
| YTD | +16.3% | +8.6% | +7.7% | +10.5% |
| 1Y | +18.0% | +15.9% | +2.1% | +11.3% |
| All | +18.0% | +14.7% | +3.3% | +11.3% |
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