-29.4%
STZ vs BTG
+47.1%
-76.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | +4.9% | +17.4% | -12.5% | +3.9% |
| 30D | +20.9% | +8.0% | +12.9% | +20.1% |
| 3M | +8.0% | +32.5% | -24.5% | +5.5% |
| 6M | -5.3% | +21.6% | -26.9% | -7.2% |
| YTD | +5.9% | +21.2% | -15.3% | +3.0% |
| 1Y | +14.2% | +43.9% | -29.7% | +9.6% |
| 3Y | -37.0% | +78.6% | -115.6% | -41.8% |
| All | -29.4% | +47.1% | -76.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling