+1,385.3%
BP vs STZ
+10,752.7%
-9,367.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -11.6% | +4.9% | -16.5% | -12.5% |
| 30D | 0.0% | +20.9% | -20.8% | -3.6% |
| 3M | +6.7% | +8.0% | -1.2% | +4.8% |
| 6M | +2.2% | -5.3% | +7.5% | +2.6% |
| YTD | +33.0% | +5.9% | +27.1% | +30.2% |
| 1Y | +30.7% | +14.2% | +16.5% | +26.0% |
| 3Y | +44.2% | -37.0% | +81.2% | +54.0% |
| 5Y | +105.1% | -29.7% | +134.8% | +113.2% |
| 10Y | +133.5% | +5.2% | +128.4% | +123.2% |
| All | +1,385.3% | +10,752.7% | -9,367.4% | +764.5% |
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