+44.2%
BP vs STZ
-37.2%
+81.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -11.6% | +4.9% | -16.5% | -12.1% |
| 30D | 0.0% | +20.9% | -20.8% | -1.9% |
| 3M | +6.7% | +8.0% | -1.2% | +5.7% |
| 6M | +2.2% | -5.3% | +7.5% | +2.6% |
| YTD | +33.0% | +5.9% | +27.1% | +31.0% |
| 1Y | +30.7% | +14.2% | +16.5% | +27.2% |
| 3Y | +44.2% | -37.0% | +81.2% | +52.0% |
| All | +44.2% | -37.2% | +81.4% | +52.0% |
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 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