-29.8%
STZ vs BEN
+28.2%
-58.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +6.8% | -4.2% | +1.1% |
| 30D | +15.2% | +18.0% | -2.8% | +11.1% |
| 3M | +7.6% | +7.5% | +0.2% | +5.8% |
| 6M | +5.3% | +14.7% | -9.4% | +1.7% |
| YTD | +8.6% | +56.1% | -47.4% | -2.8% |
| 1Y | +15.6% | +69.6% | -54.0% | +1.2% |
| 3Y | -35.2% | +87.7% | -122.8% | -45.8% |
| All | -29.8% | +28.2% | -58.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling