+5,150.0%
FFIV vs STZ
+2,475.2%
+2,674.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | -1.9% | +1.0% | -0.4% |
| 30D | -5.1% | -1.9% | -3.2% | -4.8% |
| 3M | -4.5% | -6.2% | +1.8% | -3.3% |
| 6M | +36.5% | -14.0% | +50.5% | +40.7% |
| YTD | +53.0% | -5.1% | +58.1% | +52.3% |
| 1Y | +24.2% | -9.6% | +33.8% | +25.2% |
| 3Y | +137.2% | -47.2% | +184.4% | +174.5% |
| 5Y | +91.8% | -33.6% | +125.4% | +106.7% |
| 10Y | +215.2% | -9.8% | +224.9% | +200.8% |
| All | +5,150.0% | +2,475.2% | +2,674.8% | +1,648.0% |
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