-9.0%
STZ vs BG
+148.2%
-157.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | +2.8% | -4.7% | -2.5% |
| 30D | -1.9% | +12.0% | -13.9% | -4.4% |
| 3M | -6.2% | -7.7% | +1.5% | -4.9% |
| 6M | -14.0% | +4.5% | -18.5% | -15.5% |
| YTD | -5.1% | +35.7% | -40.8% | -12.1% |
| 1Y | -9.6% | +50.1% | -59.6% | -18.5% |
| 3Y | -47.2% | +12.6% | -59.8% | -49.9% |
| 5Y | -33.6% | +75.4% | -109.0% | -44.6% |
| All | -9.0% | +148.2% | -157.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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