+3,689.8%
FN vs STZ
+848.5%
+2,841.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 1Y | +12.5% | -9.6% | +22.1% | +13.0% |
| 3Y | +153.8% | -47.2% | +201.0% | +197.7% |
| 5Y | +288.0% | -33.6% | +321.6% | +317.6% |
| 10Y | +906.4% | -9.8% | +916.2% | +842.5% |
| All | +3,689.8% | +848.5% | +2,841.2% | +1,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling