-56.3%
FIG vs STZ
+17.1%
-73.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +3.2% |
| 7D | -12.6% | +3.4% | -16.1% | -12.6% |
| 30D | -13.8% | +19.6% | -33.4% | -12.5% |
| 3M | -16.7% | +8.0% | -24.7% | -17.3% |
| 6M | -6.1% | -0.3% | -5.8% | -8.8% |
| YTD | -48.1% | +8.6% | -56.7% | -51.0% |
| All | -56.3% | +17.1% | -73.4% | -59.1% |
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