-4.7%
BN vs STZ
+14.7%
-19.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.3% | +0.7% | +5.2% |
| 7D | +12.0% | +13.0% | -1.0% | +10.3% |
| 30D | +17.0% | +29.4% | -12.4% | +13.6% |
| 3M | -3.2% | +11.6% | -14.8% | -4.6% |
| 6M | -3.9% | -0.2% | -3.6% | -4.3% |
| YTD | -5.6% | +8.6% | -14.1% | -9.5% |
| 1Y | -4.7% | +15.9% | -20.7% | -9.4% |
| All | -4.7% | +14.7% | -19.5% | -9.4% |
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 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