+967.7%
BX vs STZ
+537.1%
+430.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -4.4% | -1.9% | -2.5% | -3.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.8% |
| 3M | +16.0% | -6.2% | +22.3% | +18.8% |
| 6M | +21.6% | -14.0% | +35.6% | +29.0% |
| YTD | -8.9% | -5.1% | -3.8% | -8.9% |
| 1Y | -16.6% | -9.6% | -7.0% | -15.1% |
| 3Y | +43.3% | -47.2% | +90.6% | +86.0% |
| 5Y | +25.7% | -33.6% | +59.3% | +45.0% |
| 10Y | +689.5% | -9.8% | +699.3% | +634.9% |
| All | +967.7% | +537.1% | +430.6% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling