-79.1%
FIG vs STZ
-21.8%
-57.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.5% |
| 7D | -16.3% | -1.9% | -14.4% | -16.6% |
| 30D | -14.3% | -1.9% | -12.4% | -14.5% |
| 3M | +7.2% | -6.2% | +13.4% | +5.9% |
| 6M | -18.6% | -14.0% | -4.6% | -21.0% |
| YTD | -35.5% | -5.1% | -30.3% | -38.1% |
| 1Y | -55.8% | -9.6% | -46.2% | -58.9% |
| All | -79.1% | -21.8% | -57.3% | -83.1% |
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 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