-11.7%
STZ vs SNY
+64.3%
-76.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -4.1% | -3.6% | -0.5% | -3.1% |
| 30D | -7.6% | -1.9% | -5.7% | -7.1% |
| 3M | -12.3% | -2.0% | -10.3% | -11.9% |
| 6M | -16.3% | +2.5% | -18.9% | -17.0% |
| YTD | -8.4% | -7.0% | -1.4% | -6.8% |
| 1Y | -10.8% | -4.4% | -6.4% | -10.1% |
| 3Y | -49.0% | -8.4% | -40.6% | -48.8% |
| 5Y | -36.5% | +9.5% | -46.0% | -40.8% |
| All | -11.7% | +64.3% | -76.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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