-2.2%
STZ vs FND
+69.4%
-71.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | +7.7% | -2.8% | +3.5% |
| 30D | +20.9% | +11.9% | +9.0% | +18.3% |
| 3M | +8.0% | -14.6% | +22.6% | +10.7% |
| 6M | -5.3% | +0.5% | -5.7% | -6.2% |
| YTD | +5.9% | -15.8% | +21.8% | +7.5% |
| 1Y | +14.2% | -12.9% | +27.1% | +15.0% |
| 3Y | -37.0% | -34.2% | -2.8% | -34.9% |
| 5Y | -29.7% | -61.6% | +31.8% | -23.1% |
| All | -2.2% | +69.4% | -71.6% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling