+693.0%
FN vs STZ
+13.4%
+679.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.3% |
| 30D | -16.5% | +15.2% | -31.7% | -20.0% |
| 3M | -42.1% | +7.6% | -49.7% | -43.8% |
| 6M | -52.9% | +5.3% | -58.2% | -54.2% |
| YTD | -28.0% | +8.6% | -36.6% | -31.8% |
| 1Y | -18.5% | +15.6% | -34.1% | -24.5% |
| 3Y | +93.9% | -35.2% | +129.0% | +113.9% |
| 5Y | +170.5% | -29.1% | +199.6% | +185.4% |
| All | +693.0% | +13.4% | +679.6% | +544.5% |
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