+1,484.1%
STZ vs BG
+922.2%
+561.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +11.8% | +2.6% | +9.2% | +11.1% |
| 30D | +26.0% | -8.2% | +34.2% | +28.2% |
| 3M | +11.5% | -7.0% | +18.5% | +12.9% |
| 6M | -2.0% | -23.5% | +21.5% | +3.2% |
| YTD | +7.9% | +12.6% | -4.8% | +3.8% |
| 1Y | +13.9% | +5.8% | +8.2% | +11.1% |
| 3Y | -35.8% | +1.4% | -37.2% | -37.9% |
| 5Y | -28.4% | +21.3% | -49.7% | -34.7% |
| 10Y | +7.1% | +90.7% | -83.6% | -16.4% |
| All | +1,484.1% | +922.2% | +561.9% | +821.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling