-42.0%
STZ vs ZYBT
-58.1%
+16.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.8% | -5.6% |
| 7D | -7.4% | -4.2% | -3.1% | -7.4% |
| 30D | -10.9% | -16.4% | +5.5% | -10.9% |
| 3M | -13.4% | +82.9% | -96.3% | -14.4% |
| 6M | -16.2% | +110.7% | -126.9% | -17.0% |
| YTD | -10.4% | +37.4% | -47.8% | -11.4% |
| 1Y | -14.8% | -80.6% | +65.8% | -16.2% |
| All | -42.0% | -58.1% | +16.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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