+2,159.9%
FTI vs STZ
+1,430.6%
+729.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.3% | -1.9% | +7.2% | +6.0% |
| 30D | +15.3% | -1.9% | +17.2% | +15.8% |
| 3M | +15.8% | -6.2% | +22.0% | +17.7% |
| 6M | +22.6% | -14.0% | +36.6% | +28.2% |
| YTD | +79.5% | -5.1% | +84.7% | +79.9% |
| 1Y | +102.0% | -9.6% | +111.6% | +105.0% |
| 3Y | +315.8% | -47.2% | +363.1% | +406.5% |
| 5Y | +1,129.5% | -33.6% | +1,163.1% | +1,256.6% |
| 10Y | +320.9% | -9.8% | +330.7% | +312.5% |
| All | +2,159.9% | +1,430.6% | +729.4% | +767.4% |
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