+125.0%
BP vs STZ
-14.3%
+139.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.1% | +4.3% |
| 7D | +0.9% | -7.4% | +8.3% | +3.4% |
| 30D | +9.1% | -10.9% | +20.0% | +13.0% |
| 3M | +3.9% | -13.4% | +17.3% | +8.3% |
| 6M | +13.6% | -16.2% | +29.8% | +19.1% |
| YTD | +34.0% | -10.4% | +44.5% | +36.3% |
| 1Y | +39.2% | -14.8% | +53.9% | +43.4% |
| 3Y | +36.4% | -50.1% | +86.6% | +68.3% |
| 5Y | +135.8% | -38.8% | +174.6% | +161.0% |
| 10Y | +125.0% | -14.1% | +139.1% | +119.0% |
| All | +125.0% | -14.3% | +139.4% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling