+113.8%
SYY vs STZ
-11.3%
+125.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | +3.9% | -4.5% | +8.4% | +6.1% |
| 30D | -1.7% | -8.6% | +6.8% | +2.2% |
| 3M | +5.2% | -13.8% | +18.9% | +12.0% |
| 6M | -0.2% | -17.2% | +17.0% | +7.5% |
| YTD | +15.4% | -9.4% | +24.7% | +17.7% |
| 1Y | +5.6% | -11.9% | +17.4% | +8.7% |
| 3Y | +28.9% | -49.6% | +78.5% | +73.1% |
| 5Y | +24.1% | -37.2% | +61.2% | +43.1% |
| All | +113.8% | -11.3% | +125.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling