-24.3%
STZ vs FRSH
-70.7%
+46.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | 0.0% |
| 7D | 0.0% | -0.2% | +0.3% | 0.0% |
| 30D | +14.7% | -8.8% | +23.6% | +15.3% |
| 3M | +8.8% | +8.8% | 0.0% | +8.1% |
| 6M | +3.1% | +49.1% | -46.0% | +0.4% |
| YTD | +7.9% | +3.4% | +4.5% | +7.2% |
| 1Y | +14.2% | +8.8% | +5.3% | +13.0% |
| 3Y | -35.2% | -27.4% | -7.8% | -34.9% |
| 5Y | -29.6% | -66.4% | +36.8% | -29.7% |
| All | -24.3% | -70.7% | +46.4% | -23.8% |
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