+12.5%
STZ vs BB
+28.9%
-16.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +5.3% | +11.6% | -6.3% | +4.6% |
| 30D | +19.6% | +2.6% | +17.0% | +19.1% |
| 3M | +10.0% | +3.5% | +6.4% | +9.1% |
| 6M | -0.3% | +43.5% | -43.7% | -4.3% |
| YTD | +8.6% | +141.2% | -132.6% | -0.4% |
| 1Y | +16.6% | +97.4% | -80.8% | +8.6% |
| 3Y | -34.8% | +151.1% | -185.9% | -42.1% |
| 5Y | -27.8% | -12.8% | -15.1% | -31.7% |
| 10Y | +12.5% | +27.5% | -15.0% | -14.8% |
| All | +12.5% | +28.9% | -16.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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