-3.8%
BROS vs STZ
-25.2%
+21.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -19.0% | +5.3% | -24.4% | -20.4% |
| 30D | -7.3% | +19.6% | -26.8% | -12.9% |
| 3M | -31.2% | +10.0% | -41.2% | -33.5% |
| 6M | -33.0% | -0.3% | -32.8% | -33.3% |
| YTD | -42.4% | +8.6% | -50.9% | -45.3% |
| 1Y | -37.7% | +16.6% | -54.3% | -42.8% |
| 3Y | +28.2% | -34.8% | +63.0% | +46.7% |
| 5Y | -43.4% | -27.8% | -15.5% | -27.8% |
| All | -3.8% | -25.2% | +21.4% | +28.1% |
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