+1,029.6%
STZ vs SNY
+286.7%
+742.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +7.6% | +10.5% | -2.8% | +4.2% |
| 6M | +5.3% | +14.0% | -8.8% | +0.7% |
| YTD | +8.6% | +5.4% | +3.3% | +6.4% |
| 1Y | +15.6% | -2.5% | +18.0% | +16.0% |
| 3Y | -35.2% | +22.1% | -57.2% | -40.4% |
| 5Y | -29.1% | +18.0% | -47.1% | -35.9% |
| 10Y | +12.9% | +77.7% | -64.7% | -13.2% |
| All | +1,029.6% | +286.7% | +742.8% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling