+12.5%
STZ vs BTG
+144.7%
-132.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.3% |
| 7D | +5.3% | +13.0% | -7.6% | +4.6% |
| 30D | +19.6% | +1.1% | +18.5% | +19.4% |
| 3M | +10.0% | +5.3% | +4.6% | +9.4% |
| 6M | -0.3% | +1.1% | -1.3% | -0.8% |
| YTD | +8.6% | +19.2% | -10.6% | +6.4% |
| 1Y | +16.6% | +31.5% | -14.9% | +13.5% |
| 3Y | -34.8% | +94.3% | -129.1% | -38.7% |
| 5Y | -27.8% | +41.8% | -69.6% | -31.6% |
| 10Y | +12.5% | +162.9% | -150.4% | +6.1% |
| All | +12.5% | +144.7% | -132.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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