+463.5%
BTSG vs STZ
-48.6%
+512.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +2.9% | -6.0% | +8.9% | +2.9% |
| 30D | +0.9% | -8.9% | +9.8% | +1.0% |
| 3M | +1.6% | -12.6% | +14.2% | +1.8% |
| 6M | +46.8% | -17.2% | +64.0% | +47.0% |
| YTD | +65.5% | -10.0% | +75.6% | +63.7% |
| 1Y | +136.2% | -14.3% | +150.5% | +134.1% |
| All | +463.5% | -48.6% | +512.1% | +475.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling