-13.9%
STZ vs BIYA
-99.9%
+85.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | +5.3% | -4.1% | +9.4% | +5.4% |
| 30D | +19.6% | -35.5% | +55.1% | +19.7% |
| 3M | +10.0% | -56.3% | +66.3% | +10.1% |
| 6M | -0.3% | -88.7% | +88.4% | 0.0% |
| YTD | +8.6% | -97.0% | +105.5% | +8.7% |
| 1Y | +16.6% | -98.7% | +115.3% | +16.9% |
| All | -13.9% | -99.9% | +85.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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