+3,078.0%
FN vs STZ
+985.2%
+2,092.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -7.4% |
| 7D | -7.0% | +13.0% | -20.0% | -10.4% |
| 30D | -24.7% | +29.4% | -54.1% | -30.6% |
| 3M | -35.7% | +11.6% | -47.3% | -38.4% |
| 6M | -52.4% | -0.2% | -52.2% | -53.2% |
| YTD | -25.0% | +8.6% | -33.5% | -29.1% |
| 1Y | -25.7% | +15.9% | -41.6% | -31.3% |
| 3Y | +110.2% | -35.4% | +145.7% | +129.6% |
| 5Y | +192.3% | -26.9% | +219.2% | +203.7% |
| 10Y | +812.3% | +7.8% | +804.5% | +702.6% |
| All | +3,078.0% | +985.2% | +2,092.8% | +1,115.6% |
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