-8.5%
BX vs STZ
+14.7%
-23.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +5.3% |
| 7D | +8.3% | +13.0% | -4.7% | +6.3% |
| 30D | +13.5% | +29.4% | -15.9% | +10.1% |
| 3M | -7.6% | +11.6% | -19.2% | -9.2% |
| 6M | +4.0% | -0.2% | +4.3% | +2.8% |
| YTD | -15.2% | +8.6% | -23.7% | -20.4% |
| 1Y | -8.5% | +15.9% | -24.4% | -16.3% |
| All | -8.5% | +14.7% | -23.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling