-35.8%
STZ vs BB
+122.6%
-158.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.6% |
| 7D | +11.8% | -8.9% | +20.7% | +11.8% |
| 30D | +26.0% | -12.6% | +38.6% | +26.0% |
| 3M | +11.5% | -4.1% | +15.7% | +11.4% |
| 6M | -2.0% | +49.5% | -51.4% | -4.4% |
| YTD | +7.9% | +120.8% | -113.0% | +3.0% |
| 1Y | +13.9% | +76.2% | -62.3% | +9.8% |
| All | -35.8% | +122.6% | -158.4% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling