+2,868.5%
SYY vs STZ
+11,030.9%
-8,162.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | -4.8% | +15.2% | -20.0% | -7.8% |
| 3M | -7.1% | +7.6% | -14.7% | -8.7% |
| 6M | +6.8% | +5.3% | +1.5% | +5.2% |
| YTD | +7.7% | +8.6% | -1.0% | +4.7% |
| 1Y | +5.7% | +15.6% | -9.9% | +1.3% |
| 3Y | +24.6% | -35.2% | +59.7% | +34.3% |
| 5Y | +15.6% | -29.1% | +44.7% | +21.8% |
| 10Y | +87.9% | +12.9% | +75.0% | +80.9% |
| All | +2,868.5% | +11,030.9% | -8,162.4% | +1,457.4% |
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