+275.1%
BLK vs STZ
-11.3%
+286.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -3.3% | -4.5% | +1.2% | -1.6% |
| 30D | -6.5% | -8.6% | +2.1% | -3.3% |
| 3M | +6.7% | -13.8% | +20.5% | +12.7% |
| 6M | +14.7% | -17.2% | +31.9% | +22.3% |
| YTD | +2.5% | -9.4% | +11.9% | +4.3% |
| 1Y | -2.8% | -11.9% | +9.1% | -0.3% |
| 3Y | +65.9% | -49.6% | +115.5% | +112.2% |
| 5Y | +33.0% | -37.2% | +70.1% | +52.5% |
| All | +275.1% | -11.3% | +286.4% | +269.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling