+851.5%
BX vs STZ
+629.5%
+222.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | +14.2% | +15.2% | -1.0% | +6.8% |
| 3M | -18.7% | +7.6% | -26.4% | -21.9% |
| 6M | +2.5% | +5.3% | -2.8% | -1.0% |
| YTD | -18.8% | +8.6% | -27.5% | -24.1% |
| 1Y | -10.3% | +15.6% | -25.9% | -18.9% |
| 3Y | +35.4% | -35.2% | +70.5% | +58.4% |
| 5Y | +0.3% | -29.1% | +29.3% | +11.9% |
| 10Y | +668.4% | +12.9% | +655.4% | +541.3% |
| All | +851.5% | +629.5% | +222.0% | +117.2% |
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 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