+406.7%
BNY vs STZ
-11.3%
+418.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.3% | -4.5% | +3.1% | +0.2% |
| 30D | -0.2% | -8.6% | +8.4% | +2.7% |
| 3M | +14.9% | -13.8% | +28.7% | +20.2% |
| 6M | +40.0% | -17.2% | +57.1% | +47.6% |
| YTD | +42.0% | -9.4% | +51.3% | +43.7% |
| 1Y | +56.9% | -11.9% | +68.7% | +59.7% |
| 3Y | +289.9% | -49.6% | +339.5% | +384.3% |
| 5Y | +259.2% | -37.2% | +296.4% | +301.4% |
| All | +406.7% | -11.3% | +418.0% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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