+291.9%
FTI vs STZ
-10.3%
+302.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -3.7% |
| 7D | -5.6% | -4.1% | -1.5% | -3.9% |
| 30D | +0.4% | -7.6% | +8.0% | +3.7% |
| 3M | +8.1% | -12.3% | +20.4% | +13.7% |
| 6M | +16.7% | -16.3% | +33.0% | +24.7% |
| YTD | +70.0% | -8.4% | +78.3% | +72.1% |
| 1Y | +85.4% | -10.8% | +96.3% | +89.1% |
| 3Y | +265.9% | -49.0% | +314.9% | +382.3% |
| 5Y | +1,072.7% | -36.5% | +1,109.2% | +1,228.8% |
| All | +291.9% | -10.3% | +302.2% | +293.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling