+12.5%
FN vs STZ
-10.2%
+22.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | -1.7% | -1.9% | +0.2% | -2.1% |
| 30D | -22.0% | -1.9% | -20.1% | -22.3% |
| 3M | -43.0% | -6.2% | -36.8% | -43.2% |
| 6M | -27.7% | -14.0% | -13.7% | -28.7% |
| YTD | -10.5% | -5.1% | -5.4% | -15.0% |
| 1Y | +12.5% | -9.6% | +22.1% | +9.6% |
| All | +12.5% | -10.2% | +22.7% | +9.6% |
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