+776.6%
STZ vs BR
+1,486.0%
-709.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.3% | +5.0% | +0.3% | +3.3% |
| 30D | +19.6% | +16.6% | +3.0% | +12.6% |
| 3M | +10.0% | +12.0% | -2.0% | +5.2% |
| 6M | -0.3% | +30.7% | -31.0% | -10.9% |
| YTD | +8.6% | -11.9% | +20.5% | +12.5% |
| 1Y | +16.6% | -11.6% | +28.1% | +20.6% |
| 3Y | -34.8% | +15.0% | -49.8% | -40.3% |
| 5Y | -27.8% | +18.1% | -46.0% | -36.0% |
| 10Y | +12.5% | +278.6% | -266.1% | -41.0% |
| All | +776.6% | +1,486.0% | -709.5% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling