-35.4%
STZ vs FGI
+2.3%
-37.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.3% | +5.3% |
| 7D | +13.0% | +3.3% | +9.6% | +13.0% |
| 30D | +29.4% | -2.0% | +31.5% | +29.4% |
| 3M | +11.6% | +60.3% | -48.7% | +11.2% |
| 6M | -0.2% | +0.7% | -1.0% | -0.6% |
| YTD | +8.6% | +30.2% | -21.6% | +8.1% |
| 1Y | +15.9% | +44.4% | -28.4% | +15.7% |
| All | -35.4% | +2.3% | -37.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling