+303.4%
FTI vs STZ
-12.0%
+315.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -2.3% | -6.0% | +3.7% | +0.4% |
| 30D | +5.0% | -8.9% | +13.9% | +9.2% |
| 3M | +13.8% | -12.6% | +26.4% | +19.9% |
| 6M | +22.9% | -17.2% | +40.1% | +32.0% |
| YTD | +75.0% | -10.0% | +85.0% | +78.7% |
| 1Y | +96.9% | -14.3% | +111.2% | +104.6% |
| 3Y | +276.7% | -49.9% | +326.6% | +400.9% |
| 5Y | +1,157.0% | -38.2% | +1,195.2% | +1,345.1% |
| All | +303.4% | -12.0% | +315.4% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling