-29.1%
FN vs STZ
+13.3%
-42.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +10.8% |
| 7D | 0.0% | +4.9% | -5.0% | +2.4% |
| 30D | -34.3% | +20.9% | -55.2% | -29.2% |
| 3M | -39.9% | +8.0% | -47.8% | -37.0% |
| 6M | -51.8% | -5.3% | -46.5% | -50.1% |
| YTD | -28.1% | +5.9% | -34.1% | -29.1% |
| 1Y | -29.1% | +14.2% | -43.3% | -26.0% |
| All | -29.1% | +13.3% | -42.4% | -26.0% |
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