+862.0%
FTI vs STZ
-29.2%
+891.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -8.2% | +14.7% | -22.9% | -10.9% |
| 3M | -13.7% | +8.8% | -22.5% | -15.5% |
| 6M | -11.2% | +3.1% | -14.2% | -12.1% |
| YTD | +46.0% | +7.9% | +38.1% | +41.5% |
| 1Y | +51.8% | +14.2% | +37.6% | +44.6% |
| 3Y | +206.7% | -35.2% | +241.9% | +238.4% |
| 5Y | +862.0% | -29.6% | +891.6% | +829.5% |
| All | +862.0% | -29.2% | +891.2% | +829.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling