+906.2%
FN vs STZ
-9.8%
+915.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | -22.0% | -1.9% | -20.1% | -21.8% |
| 3M | -43.0% | -6.2% | -36.8% | -42.4% |
| 6M | -27.7% | -14.0% | -13.7% | -25.3% |
| YTD | -10.5% | -5.1% | -5.4% | -11.5% |
| 1Y | +12.5% | -9.6% | +22.1% | +12.8% |
| 3Y | +153.8% | -47.2% | +201.0% | +201.4% |
| 5Y | +288.0% | -33.6% | +321.6% | +316.5% |
| All | +906.2% | -9.8% | +915.9% | +822.8% |
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 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