-35.8%
STZ vs FND
-36.5%
+0.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.1% |
| 7D | +11.8% | +2.2% | +9.5% | +11.2% |
| 30D | +26.0% | +9.6% | +16.4% | +23.5% |
| 3M | +11.5% | -17.9% | +29.4% | +15.1% |
| 6M | -2.0% | +6.6% | -8.5% | -4.0% |
| YTD | +7.9% | -15.5% | +23.3% | +9.3% |
| 1Y | +13.9% | -16.2% | +30.1% | +15.5% |
| All | -35.8% | -36.5% | +0.6% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling