+103.9%
BP vs STZ
-29.7%
+133.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -11.6% | +4.9% | -16.5% | -12.3% |
| 30D | 0.0% | +20.9% | -20.8% | -2.8% |
| 3M | +6.7% | +8.0% | -1.2% | +5.2% |
| 6M | +2.2% | -5.3% | +7.5% | +2.7% |
| YTD | +33.0% | +5.9% | +27.1% | +30.3% |
| 1Y | +30.7% | +14.2% | +16.5% | +26.1% |
| 3Y | +44.2% | -37.0% | +81.2% | +55.4% |
| All | +103.9% | -29.7% | +133.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling