+24.3%
BX vs STZ
-36.5%
+60.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.6% |
| 7D | -2.0% | -7.4% | +5.4% | +0.9% |
| 30D | -2.3% | -10.9% | +8.6% | +1.9% |
| 3M | +18.5% | -13.4% | +31.9% | +24.6% |
| 6M | +23.7% | -16.2% | +39.9% | +30.9% |
| YTD | -10.4% | -10.4% | +0.1% | -9.3% |
| 1Y | -19.6% | -14.8% | -4.8% | -17.0% |
| 3Y | +30.8% | -50.1% | +80.9% | +74.1% |
| 5Y | +24.3% | -38.8% | +63.1% | +39.2% |
| All | +24.3% | -36.5% | +60.9% | +39.2% |
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