+1.1%
STZ vs BB
+23.8%
-22.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +4.9% | +3.8% | +1.1% | +4.6% |
| 30D | +20.9% | -0.3% | +21.2% | +20.5% |
| 3M | +8.0% | -0.5% | +8.4% | +7.5% |
| 6M | -5.3% | +45.9% | -51.2% | -9.3% |
| YTD | +5.9% | +130.6% | -124.7% | -2.5% |
| 1Y | +14.2% | +89.2% | -75.0% | +6.7% |
| 3Y | -37.0% | +137.5% | -174.5% | -43.8% |
| 5Y | -29.7% | -20.9% | -8.8% | -32.9% |
| All | +1.1% | +23.8% | -22.7% | -23.6% |
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