-28.4%
STZ vs BEN
+12.5%
-41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.4% |
| 7D | +11.8% | -0.4% | +12.2% | +11.8% |
| 30D | +26.0% | -0.7% | +26.7% | +26.1% |
| 3M | +11.5% | -6.8% | +18.4% | +13.0% |
| 6M | -2.0% | +7.9% | -9.9% | -4.1% |
| YTD | +7.9% | +39.6% | -31.7% | -1.2% |
| 1Y | +13.9% | +48.5% | -34.6% | +2.7% |
| 3Y | -35.8% | +55.7% | -91.6% | -43.9% |
| 5Y | -28.4% | +15.1% | -43.6% | -34.2% |
| All | -28.4% | +12.5% | -41.0% | -34.2% |
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