+36.6%
FFIV vs STZ
+14.7%
+21.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.8% | +0.8% |
| 7D | -9.8% | +13.0% | -22.8% | -7.2% |
| 30D | -28.1% | +29.4% | -57.5% | -24.1% |
| 3M | -20.0% | +11.6% | -31.6% | -17.7% |
| 6M | -0.1% | -0.2% | +0.2% | +1.0% |
| YTD | +29.2% | +8.6% | +20.6% | +24.8% |
| 1Y | +36.6% | +15.9% | +20.7% | +30.7% |
| All | +36.6% | +14.7% | +21.9% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling