+2,009.0%
STZ vs BB
+258.8%
+1,750.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -6.2% | -25.5% | +19.3% | -5.0% |
| 6M | -14.0% | +121.3% | -135.3% | -19.3% |
| YTD | -5.1% | +103.2% | -108.3% | -10.5% |
| 1Y | -9.6% | +102.6% | -112.2% | -14.9% |
| 3Y | -47.2% | +37.5% | -84.7% | -50.2% |
| 5Y | -33.6% | -30.4% | -3.1% | -35.6% |
| 10Y | -9.8% | 0.0% | -9.8% | -20.2% |
| All | +2,009.0% | +258.8% | +1,750.2% | +1,765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling