-37.2%
STZ vs FRSH
-72.0%
+34.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -5.3% |
| 7D | -7.4% | -10.1% | +2.7% | -6.8% |
| 30D | -10.9% | +2.2% | -13.1% | -11.0% |
| 3M | -13.4% | +28.6% | -42.0% | -14.8% |
| 6M | -16.2% | +40.2% | -56.4% | -18.1% |
| YTD | -10.4% | -1.2% | -9.2% | -10.6% |
| 1Y | -14.8% | -7.9% | -6.9% | -14.6% |
| 3Y | -50.1% | -44.7% | -5.4% | -49.0% |
| All | -37.2% | -72.0% | +34.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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