+769.6%
STZ vs BTG
+375.3%
+394.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | +4.9% | +17.4% | -12.5% | +4.3% |
| 30D | +20.9% | +8.0% | +12.9% | +20.4% |
| 3M | +8.0% | +32.5% | -24.5% | +6.6% |
| 6M | -5.3% | +21.6% | -26.9% | -6.4% |
| YTD | +5.9% | +21.2% | -15.3% | +4.4% |
| 1Y | +14.2% | +43.9% | -29.7% | +11.8% |
| 3Y | -37.0% | +78.6% | -115.6% | -39.3% |
| 5Y | -29.7% | +48.8% | -78.5% | -32.2% |
| 10Y | +5.2% | +136.8% | -131.7% | -1.5% |
| All | +769.6% | +375.3% | +394.3% | +651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling