-2.1%
BROS vs STZ
-25.1%
+23.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.3% |
| 7D | +6.3% | +2.6% | +3.7% | +5.4% |
| 30D | -8.3% | +15.2% | -23.5% | -12.8% |
| 3M | -29.8% | +7.6% | -37.4% | -31.7% |
| 6M | -25.8% | +5.3% | -31.1% | -27.5% |
| YTD | -41.4% | +8.6% | -50.0% | -44.3% |
| 1Y | -35.2% | +15.6% | -50.7% | -40.2% |
| 3Y | +32.8% | -35.2% | +67.9% | +52.6% |
| 5Y | -42.2% | -29.1% | -13.1% | -28.4% |
| All | -2.1% | -25.1% | +23.0% | +30.3% |
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