-29.4%
STZ vs BR
+19.3%
-48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +4.9% | +6.5% | -1.6% | +3.1% |
| 30D | +20.9% | +18.9% | +2.0% | +15.3% |
| 3M | +8.0% | +16.3% | -8.3% | +3.7% |
| 6M | -5.3% | +26.2% | -31.5% | -11.3% |
| YTD | +5.9% | -13.1% | +19.0% | +10.5% |
| 1Y | +14.2% | -10.5% | +24.7% | +17.9% |
| 3Y | -37.0% | +13.3% | -50.3% | -40.4% |
| All | -29.4% | +19.3% | -48.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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