+9,818.1%
STZ vs BEN
+2,637.9%
+7,180.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.7% |
| 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% | -8.9% |
| 6M | -14.0% | +33.9% | -47.9% | -21.2% |
| YTD | -5.1% | +49.0% | -54.1% | -15.7% |
| 1Y | -9.6% | +42.1% | -51.7% | -18.8% |
| 3Y | -47.2% | +51.9% | -99.1% | -54.4% |
| 5Y | -33.6% | +39.0% | -72.6% | -42.7% |
| 10Y | -9.8% | +57.9% | -67.6% | -29.0% |
| All | +9,818.1% | +2,637.9% | +7,180.2% | +3,466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling