-29.8%
STZ vs SNY
+17.1%
-47.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +2.8% | -0.3% | +1.9% |
| 30D | +15.2% | +21.6% | -6.4% | +9.9% |
| 3M | +7.6% | +10.5% | -2.8% | +5.0% |
| 6M | +5.3% | +14.0% | -8.8% | +1.9% |
| YTD | +8.6% | +5.4% | +3.3% | +6.8% |
| 1Y | +15.6% | -2.5% | +18.0% | +15.5% |
| 3Y | -35.2% | +22.1% | -57.2% | -38.1% |
| All | -29.8% | +17.1% | -47.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling