+83.2%
BN vs STZ
-47.2%
+130.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.5% | -1.9% | -0.5% | -2.0% |
| 30D | -9.5% | -1.9% | -7.6% | -9.1% |
| 3M | -10.4% | -6.2% | -4.1% | -9.1% |
| 6M | -6.4% | -14.0% | +7.7% | -3.0% |
| YTD | -11.9% | -5.1% | -6.7% | -12.5% |
| 1Y | -8.6% | -9.6% | +1.0% | -7.9% |
| All | +83.2% | -47.2% | +130.4% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling