+11.4%
FPS vs STZ
-26.3%
+37.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +1.3% |
| 7D | +10.4% | -7.4% | +17.8% | +7.9% |
| 30D | -16.5% | -10.9% | -5.6% | -19.1% |
| 3M | -45.5% | -13.4% | -32.1% | -47.1% |
| 6M | +2.1% | -16.2% | +18.3% | 0.0% |
| All | +11.4% | -26.3% | +37.7% | +0.2% |
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