-42.8%
BROS vs STZ
-4.7%
-38.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -21.2% | +4.9% | -26.1% | -22.3% |
| 30D | -11.6% | +20.9% | -32.4% | -17.3% |
| 3M | -36.7% | +8.0% | -44.7% | -38.1% |
| 6M | -42.8% | -5.3% | -37.5% | -39.8% |
| All | -42.8% | -4.7% | -38.1% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling