-12.0%
STZ vs NYT
+465.6%
-477.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | -6.0% | -1.6% | -4.4% | -5.8% |
| 30D | -8.9% | +2.8% | -11.7% | -9.3% |
| 3M | -12.6% | -9.2% | -3.3% | -11.5% |
| 6M | -17.2% | -17.1% | -0.1% | -15.2% |
| YTD | -10.0% | -3.2% | -6.8% | -10.3% |
| 1Y | -14.3% | +15.7% | -30.0% | -17.1% |
| 3Y | -49.9% | +55.7% | -105.6% | -54.5% |
| 5Y | -38.2% | +39.4% | -77.6% | -43.8% |
| 10Y | -12.0% | +485.6% | -497.5% | -29.0% |
| All | -12.0% | +465.6% | -477.6% | -29.0% |
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