+1.1%
STZ vs BEN
+62.2%
-61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -3.1% |
| 7D | +4.9% | +6.6% | -1.7% | +3.1% |
| 30D | +20.9% | +3.8% | +17.0% | +19.5% |
| 3M | +8.0% | +0.2% | +7.8% | +7.6% |
| 6M | -5.3% | +10.4% | -15.7% | -8.5% |
| YTD | +5.9% | +46.2% | -40.2% | -6.0% |
| 1Y | +14.2% | +52.3% | -38.0% | +0.1% |
| 3Y | -37.0% | +65.9% | -102.9% | -47.4% |
| 5Y | -29.7% | +20.6% | -50.3% | -36.8% |
| All | +1.1% | +62.2% | -61.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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