-36.3%
STZ vs NYT
+59.4%
-95.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.0% | -2.2% |
| 7D | +4.9% | -2.6% | +7.5% | +5.2% |
| 30D | +20.9% | +5.3% | +15.5% | +20.3% |
| 3M | +8.0% | +5.9% | +2.1% | +7.3% |
| 6M | -5.3% | -17.8% | +12.5% | -3.9% |
| YTD | +5.9% | -0.3% | +6.3% | +5.0% |
| 1Y | +14.2% | +15.4% | -1.1% | +10.9% |
| All | -36.3% | +59.4% | -95.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling