+81.3%
FN vs STZ
-36.0%
+117.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.6% | -14.3% |
| 7D | -16.0% | +11.8% | -27.8% | -14.7% |
| 30D | -40.1% | +26.0% | -66.1% | -38.8% |
| 3M | -43.9% | +11.5% | -55.4% | -43.0% |
| 6M | -55.6% | -2.0% | -53.7% | -54.7% |
| YTD | -35.7% | +7.9% | -43.5% | -35.5% |
| 1Y | -39.8% | +13.9% | -53.8% | -39.9% |
| All | +81.3% | -36.0% | +117.3% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling