+12.5%
STZ vs NYT
+585.1%
-572.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +5.3% | +8.1% | -2.8% | +4.0% |
| 30D | +19.6% | +9.4% | +10.2% | +17.9% |
| 3M | +10.0% | +12.4% | -2.5% | +7.8% |
| 6M | -0.3% | -8.0% | +7.7% | +0.6% |
| YTD | +8.6% | +5.8% | +2.7% | +6.6% |
| 1Y | +16.6% | +17.4% | -0.8% | +12.5% |
| 3Y | -34.8% | +72.4% | -107.2% | -41.7% |
| 5Y | -27.8% | +61.3% | -89.1% | -35.9% |
| 10Y | +12.5% | +576.3% | -563.8% | -14.6% |
| All | +12.5% | +585.1% | -572.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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