-14.1%
STZ vs BG
+159.1%
-173.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -10.0% | -6.5% |
| 7D | -7.4% | +2.4% | -9.7% | -7.9% |
| 30D | -10.9% | +15.0% | -25.9% | -13.7% |
| 3M | -13.4% | -0.7% | -12.8% | -13.6% |
| 6M | -16.2% | +7.5% | -23.7% | -18.2% |
| YTD | -10.4% | +41.6% | -52.1% | -17.9% |
| 1Y | -14.8% | +50.7% | -65.4% | -23.2% |
| 3Y | -50.1% | +20.3% | -70.4% | -53.4% |
| 5Y | -38.8% | +85.2% | -124.0% | -49.6% |
| 10Y | -14.1% | +160.6% | -174.7% | -40.3% |
| All | -14.1% | +159.1% | -173.2% | -40.3% |
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