+0.4%
BX vs STZ
-29.4%
+29.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.4% |
| 30D | +14.2% | +15.2% | -1.0% | +8.4% |
| 3M | -18.7% | +7.6% | -26.4% | -21.2% |
| 6M | +2.5% | +5.3% | -2.8% | -0.2% |
| YTD | -18.8% | +8.6% | -27.5% | -23.7% |
| 1Y | -10.3% | +15.6% | -25.9% | -18.3% |
| 3Y | +35.4% | -35.2% | +70.5% | +58.5% |
| All | +0.4% | -29.4% | +29.8% | +11.6% |
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 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