-14.0%
STZ vs BG
+2.3%
-16.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | -1.9% | +2.8% | -4.7% | -1.7% |
| 30D | -1.9% | +12.0% | -13.9% | -1.0% |
| 3M | -6.2% | -7.7% | +1.5% | -7.1% |
| 6M | -14.0% | +4.5% | -18.5% | -16.0% |
| All | -14.0% | +2.3% | -16.3% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling