-47.2%
STZ vs SNY
-5.2%
-42.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -1.9% | +3.4% | -5.3% | -2.7% |
| 3M | -6.2% | -0.3% | -5.9% | -6.3% |
| 6M | -14.0% | +1.0% | -15.0% | -14.4% |
| YTD | -5.1% | -3.6% | -1.5% | -4.6% |
| 1Y | -9.6% | +3.0% | -12.6% | -10.5% |
| All | -47.2% | -5.2% | -42.0% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling