+30.9%
BLK vs STZ
-37.5%
+68.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -5.2% | -4.1% | -1.1% | -3.9% |
| 30D | -7.0% | -7.6% | +0.5% | -4.8% |
| 3M | +5.7% | -12.3% | +17.9% | +9.8% |
| 6M | +11.0% | -16.3% | +27.3% | +16.6% |
| YTD | +0.9% | -8.4% | +9.2% | +1.4% |
| 1Y | -1.6% | -10.8% | +9.2% | -0.4% |
| 3Y | +64.5% | -49.0% | +113.4% | +106.8% |
| 5Y | +30.9% | -36.5% | +67.3% | +40.4% |
| All | +30.9% | -37.5% | +68.4% | +40.4% |
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