-46.8%
STZ vs BEN
+52.7%
-99.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | -1.9% | -0.5% | -1.3% | -1.8% |
| 3M | -6.2% | +9.7% | -16.0% | -8.1% |
| 6M | -14.0% | +33.9% | -47.9% | -19.3% |
| YTD | -5.1% | +49.0% | -54.1% | -13.3% |
| 1Y | -9.6% | +42.1% | -51.7% | -16.6% |
| All | -46.8% | +52.7% | -99.5% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling