+21,007.1%
BN vs STZ
+10,752.7%
+10,254.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +5.3% | +4.9% | +0.4% | +4.2% |
| 30D | +11.9% | +20.9% | -9.0% | +7.0% |
| 3M | -5.7% | +8.0% | -13.7% | -7.6% |
| 6M | -10.6% | -5.3% | -5.3% | -9.9% |
| YTD | -9.4% | +5.9% | -15.3% | -11.5% |
| 1Y | -8.8% | +14.2% | -23.0% | -12.6% |
| 3Y | +95.6% | -37.0% | +132.6% | +113.6% |
| 5Y | +30.2% | -29.7% | +59.9% | +38.7% |
| 10Y | +277.0% | +5.2% | +271.9% | +265.2% |
| All | +21,007.1% | +10,752.7% | +10,254.4% | +10,801.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling