+22.6%
BROS vs STZ
-38.0%
+60.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -6.6% | -6.0% | -0.6% | -4.6% |
| 30D | -12.3% | -8.9% | -3.5% | -9.5% |
| 3M | -22.2% | -12.6% | -9.7% | -18.7% |
| 6M | -14.3% | -17.2% | +2.9% | -9.0% |
| YTD | -26.6% | -10.0% | -16.5% | -25.5% |
| 1Y | -31.5% | -14.3% | -17.2% | -29.3% |
| 3Y | +62.3% | -49.9% | +112.2% | +108.6% |
| All | +22.6% | -38.0% | +60.6% | +74.3% |
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