+794.1%
FN vs STZ
+11.6%
+782.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -4.1% | +5.3% | -9.4% | -5.3% |
| 30D | -28.3% | +19.6% | -47.9% | -32.0% |
| 3M | -33.9% | +10.0% | -43.8% | -36.1% |
| 6M | -43.9% | -0.3% | -43.6% | -44.6% |
| YTD | -23.4% | +8.6% | -32.0% | -27.5% |
| 1Y | -25.4% | +16.6% | -42.0% | -31.1% |
| 3Y | +107.9% | -34.8% | +142.7% | +128.8% |
| 5Y | +195.1% | -27.8% | +222.9% | +209.3% |
| 10Y | +794.1% | +12.5% | +781.6% | +664.7% |
| All | +794.1% | +11.6% | +782.5% | +664.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling