+7,172.1%
BNY vs STZ
+9,118.3%
-1,946.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.3% | -6.0% | +6.3% | +2.0% |
| 30D | +1.9% | -8.9% | +10.8% | +4.4% |
| 3M | +13.9% | -12.6% | +26.4% | +17.6% |
| 6M | +42.3% | -17.2% | +59.5% | +48.6% |
| YTD | +41.8% | -10.0% | +51.9% | +44.0% |
| 1Y | +57.9% | -14.3% | +72.2% | +62.1% |
| 3Y | +290.7% | -49.9% | +340.6% | +359.9% |
| 5Y | +252.3% | -38.2% | +290.5% | +288.7% |
| 10Y | +412.8% | -12.0% | +424.8% | +400.1% |
| All | +7,172.1% | +9,118.3% | -1,946.2% | +2,917.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling