+256.9%
BNY vs STZ
-37.6%
+294.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -1.3% | -4.5% | +3.1% | -0.3% |
| 30D | -0.2% | -8.6% | +8.4% | +1.8% |
| 3M | +14.9% | -13.8% | +28.7% | +18.6% |
| 6M | +40.0% | -17.2% | +57.1% | +45.4% |
| YTD | +42.0% | -9.4% | +51.3% | +42.5% |
| 1Y | +56.9% | -11.9% | +68.7% | +58.4% |
| 3Y | +289.9% | -49.6% | +339.5% | +369.0% |
| All | +256.9% | -37.6% | +294.5% | +261.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling