-35.2%
STZ vs SNY
+22.5%
-57.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.6% | +2.8% | -0.3% | +1.6% |
| 30D | +15.2% | +21.6% | -6.4% | +8.4% |
| 3M | +7.6% | +10.5% | -2.8% | +4.2% |
| 6M | +5.3% | +14.0% | -8.8% | +0.9% |
| YTD | +8.6% | +5.4% | +3.3% | +6.2% |
| 1Y | +15.6% | -2.5% | +18.0% | +15.4% |
| 3Y | -35.2% | +22.1% | -57.2% | -38.4% |
| All | -35.2% | +22.5% | -57.7% | -38.4% |
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