-40.7%
STZ vs FGI
-70.4%
+29.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -0.7% |
| 7D | -1.9% | +0.5% | -2.5% | -1.9% |
| 30D | -1.9% | +65.4% | -67.3% | -2.4% |
| 3M | -6.2% | +23.5% | -29.7% | -6.7% |
| 6M | -14.0% | +60.5% | -74.5% | -14.7% |
| YTD | -5.1% | +30.0% | -35.1% | -5.8% |
| 1Y | -9.6% | +82.1% | -91.6% | -10.2% |
| 3Y | -47.2% | -4.4% | -42.9% | -47.1% |
| All | -40.7% | -70.4% | +29.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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