-14.3%
STZ vs NYT
+14.6%
-28.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.4% |
| 7D | -6.0% | -1.6% | -4.4% | -6.1% |
| 30D | -8.9% | +2.8% | -11.7% | -8.8% |
| 3M | -12.6% | -9.2% | -3.3% | -12.6% |
| 6M | -17.2% | -17.1% | -0.1% | -18.5% |
| YTD | -10.0% | -3.2% | -6.8% | -8.1% |
| 1Y | -14.3% | +15.7% | -30.0% | -11.0% |
| All | -14.3% | +14.6% | -28.9% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling