+137.2%
FFIV vs STZ
-47.3%
+184.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.0% | -1.9% | +1.0% | -0.9% |
| 30D | -5.1% | -1.9% | -3.2% | -5.0% |
| 3M | -4.5% | -6.2% | +1.8% | -4.3% |
| 6M | +36.5% | -14.0% | +50.5% | +37.3% |
| YTD | +53.0% | -5.1% | +58.1% | +50.3% |
| 1Y | +24.2% | -9.6% | +33.8% | +22.8% |
| All | +137.2% | -47.3% | +184.5% | +153.7% |
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 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