+2,960.3%
SYY vs STZ
+9,621.1%
-6,660.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.9% |
| 30D | -4.9% | -1.9% | -3.1% | -4.6% |
| 3M | +8.4% | -6.2% | +14.6% | +9.7% |
| 6M | -7.4% | -14.0% | +6.7% | -4.7% |
| YTD | +11.0% | -5.1% | +16.1% | +11.4% |
| 1Y | -0.2% | -9.6% | +9.3% | +1.0% |
| 3Y | +23.8% | -47.2% | +71.0% | +39.8% |
| 5Y | +18.1% | -33.6% | +51.7% | +26.5% |
| 10Y | +94.6% | -9.8% | +104.4% | +96.0% |
| All | +2,960.3% | +9,621.1% | -6,660.8% | +1,556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling