-32.8%
STZ vs BB
-30.6%
-2.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -5.6% | +3.7% | -1.6% |
| 30D | -1.9% | -11.8% | +9.9% | -1.3% |
| 3M | -6.2% | -25.5% | +19.3% | -5.2% |
| 6M | -14.0% | +121.3% | -135.3% | -19.9% |
| YTD | -5.1% | +103.2% | -108.3% | -11.1% |
| 1Y | -9.6% | +102.6% | -112.2% | -15.5% |
| 3Y | -47.2% | +37.5% | -84.7% | -50.3% |
| All | -32.8% | -30.6% | -2.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling