+678.9%
STZ vs BTG
+392.0%
+286.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.9% |
| 30D | -1.9% | +36.8% | -38.7% | -3.2% |
| 3M | -6.2% | +23.1% | -29.3% | -7.2% |
| 6M | -14.0% | +3.5% | -17.5% | -14.5% |
| YTD | -5.1% | +25.5% | -30.6% | -6.5% |
| 1Y | -9.6% | +40.1% | -49.7% | -11.4% |
| 3Y | -47.2% | +101.1% | -148.4% | -49.4% |
| 5Y | -33.6% | +70.6% | -104.2% | -36.2% |
| 10Y | -9.8% | +152.1% | -161.9% | -15.6% |
| All | +678.9% | +392.0% | +286.9% | +573.0% |
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