-32.6%
STZ vs FGI
-70.3%
+37.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +11.8% | -11.6% | +23.4% | +11.8% |
| 30D | +26.0% | -3.3% | +29.3% | +26.0% |
| 3M | +11.5% | +65.6% | -54.0% | +10.9% |
| 6M | -2.0% | -2.8% | +0.8% | -2.4% |
| YTD | +7.9% | +30.1% | -22.3% | +7.0% |
| 1Y | +13.9% | +50.2% | -36.2% | +13.1% |
| 3Y | -35.8% | -0.4% | -35.4% | -35.7% |
| All | -32.6% | -70.3% | +37.7% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling