+19.4%
SYY vs STZ
-38.0%
+57.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -0.2% | -6.0% | +5.8% | +1.5% |
| 30D | -2.7% | -8.9% | +6.1% | -0.3% |
| 3M | +5.9% | -12.6% | +18.4% | +9.6% |
| 6M | -2.3% | -17.2% | +14.9% | +2.2% |
| YTD | +13.1% | -10.0% | +23.1% | +14.5% |
| 1Y | +3.8% | -14.3% | +18.1% | +6.5% |
| 3Y | +26.7% | -49.9% | +76.6% | +55.5% |
| 5Y | +19.4% | -38.2% | +57.7% | +26.9% |
| All | +19.4% | -38.0% | +57.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling