-25.7%
FN vs STZ
+14.7%
-40.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -3.6% |
| 7D | -7.0% | +13.0% | -20.0% | -1.8% |
| 30D | -24.7% | +29.4% | -54.1% | -17.6% |
| 3M | -35.7% | +11.6% | -47.3% | -31.9% |
| 6M | -52.4% | -0.2% | -52.2% | -49.9% |
| YTD | -25.0% | +8.6% | -33.5% | -26.3% |
| 1Y | -25.7% | +15.9% | -41.6% | -26.8% |
| All | -25.7% | +14.7% | -40.4% | -26.8% |
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