-51.7%
FIG vs STZ
+14.7%
-66.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.3% | -0.1% | +5.4% |
| 7D | -4.7% | +13.0% | -17.6% | -3.9% |
| 30D | +0.5% | +29.4% | -28.9% | +3.5% |
| 3M | -18.4% | +11.6% | -30.0% | -18.2% |
| 6M | +10.9% | -0.2% | +11.1% | +7.7% |
| YTD | -40.8% | +8.6% | -49.3% | -43.4% |
| 1Y | -51.7% | +15.9% | -67.6% | -52.7% |
| All | -51.7% | +14.7% | -66.4% | -52.7% |
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