-14.3%
STZ vs SNY
-4.2%
-10.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -6.0% | -3.6% | -2.4% | -4.8% |
| 30D | -8.9% | -1.4% | -7.4% | -8.4% |
| 3M | -12.6% | -4.2% | -8.3% | -11.5% |
| 6M | -17.2% | +2.0% | -19.2% | -17.7% |
| YTD | -10.0% | -6.7% | -3.4% | -8.7% |
| 1Y | -14.3% | -4.7% | -9.6% | -14.2% |
| All | -14.3% | -4.2% | -10.1% | -14.2% |
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