-2.8%
BLK vs STZ
-11.8%
+9.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -3.3% | -4.5% | +1.2% | -2.8% |
| 30D | -6.5% | -8.6% | +2.1% | -5.6% |
| 3M | +6.7% | -13.8% | +20.5% | +8.1% |
| 6M | +14.7% | -17.2% | +31.9% | +16.3% |
| YTD | +2.5% | -9.4% | +11.9% | +0.6% |
| 1Y | -2.8% | -11.9% | +9.1% | -4.7% |
| All | -2.8% | -11.8% | +9.0% | -4.7% |
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