+15.6%
STZ vs NYT
+16.1%
-0.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.6% | +6.5% | -3.9% | +2.2% |
| 30D | +15.2% | +8.4% | +6.8% | +14.8% |
| 3M | +7.6% | +13.9% | -6.3% | +7.3% |
| 6M | +5.3% | -4.8% | +10.1% | +4.7% |
| YTD | +8.6% | +6.2% | +2.5% | +10.4% |
| 1Y | +15.6% | +14.3% | +1.3% | +13.6% |
| All | +15.6% | +16.1% | -0.5% | +13.6% |
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 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