+15.6%
STZ vs SNY
-1.8%
+17.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.6% | +2.8% | -0.3% | +1.3% |
| 30D | +15.2% | +21.6% | -6.4% | +6.8% |
| 3M | +7.6% | +10.5% | -2.8% | +3.2% |
| 6M | +5.3% | +14.0% | -8.8% | -0.2% |
| YTD | +8.6% | +5.4% | +3.3% | +4.9% |
| 1Y | +15.6% | -2.5% | +18.0% | +16.9% |
| All | +15.6% | -1.8% | +17.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling