-83.7%
FIG vs STZ
-12.7%
-71.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | -13.1% | +4.9% | -18.0% | -13.0% |
| 30D | -13.0% | +20.9% | -33.9% | -11.8% |
| 3M | -21.5% | +8.0% | -29.5% | -21.7% |
| 6M | -2.5% | -5.3% | +2.8% | -5.2% |
| YTD | -49.7% | +5.9% | -55.6% | -51.5% |
| 1Y | -59.1% | +14.2% | -73.3% | -60.4% |
| All | -83.7% | -12.7% | -71.0% | -86.7% |
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