+24.0%
SYY vs STZ
-50.3%
+74.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.4% | +1.0% |
| 7D | -2.8% | -7.4% | +4.6% | -1.1% |
| 30D | -5.3% | -10.9% | +5.6% | -2.9% |
| 3M | +5.1% | -13.4% | +18.5% | +8.2% |
| 6M | -5.0% | -16.2% | +11.2% | -1.9% |
| YTD | +10.7% | -10.4% | +21.1% | +11.7% |
| 1Y | +0.7% | -14.8% | +15.5% | +2.8% |
| 3Y | +24.0% | -50.1% | +74.2% | +50.6% |
| All | +24.0% | -50.3% | +74.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling