-16.0%
STZ vs BIYA
-99.9%
+83.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +4.9% | -10.5% | +15.4% | +4.9% |
| 30D | +20.9% | -51.7% | +72.6% | +21.1% |
| 3M | +8.0% | -60.8% | +68.8% | +8.1% |
| 6M | -5.3% | -90.6% | +85.3% | -5.0% |
| YTD | +5.9% | -97.1% | +103.1% | +6.1% |
| 1Y | +14.2% | -99.1% | +113.3% | +14.6% |
| All | -16.0% | -99.9% | +83.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling