+642.7%
BX vs STZ
-10.3%
+653.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.7% |
| 7D | -8.9% | -4.1% | -4.8% | -7.3% |
| 30D | -14.8% | -7.6% | -7.2% | -12.0% |
| 3M | +6.9% | -12.3% | +19.2% | +12.6% |
| 6M | +16.3% | -16.3% | +32.6% | +24.2% |
| YTD | -16.1% | -8.4% | -7.7% | -15.1% |
| 1Y | -26.8% | -10.8% | -16.0% | -25.3% |
| 3Y | +22.4% | -49.0% | +71.4% | +60.5% |
| 5Y | +16.0% | -36.5% | +52.5% | +35.8% |
| All | +642.7% | -10.3% | +653.0% | +629.6% |
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