+14.2%
STZ vs BTG
+42.0%
-27.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | +4.9% | +17.4% | -12.5% | +4.4% |
| 30D | +20.9% | +8.0% | +12.9% | +20.3% |
| 3M | +8.0% | +32.5% | -24.5% | +6.3% |
| 6M | -5.3% | +21.6% | -26.9% | -6.8% |
| YTD | +5.9% | +21.2% | -15.3% | +1.1% |
| 1Y | +14.2% | +43.9% | -29.7% | +10.9% |
| All | +14.2% | +42.0% | -27.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling