+0.3%
STZ vs FND
+57.9%
-57.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | +2.6% | -6.8% | +9.4% | +3.8% |
| 30D | +15.2% | +8.0% | +7.2% | +13.4% |
| 3M | +7.6% | -18.9% | +26.6% | +11.4% |
| 6M | +5.3% | +4.7% | +0.6% | +3.4% |
| YTD | +8.6% | -21.6% | +30.2% | +11.6% |
| 1Y | +15.6% | -22.0% | +37.6% | +18.7% |
| 3Y | -35.2% | -40.4% | +5.3% | -31.9% |
| 5Y | -29.1% | -63.8% | +34.7% | -21.6% |
| All | +0.3% | +57.9% | -57.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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