-14.8%
STZ vs FRSH
-6.3%
-8.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -5.5% |
| 7D | -7.4% | -10.1% | +2.7% | -7.3% |
| 30D | -10.9% | +2.2% | -13.1% | -10.8% |
| 3M | -13.4% | +28.6% | -42.0% | -12.7% |
| 6M | -16.2% | +40.2% | -56.4% | -14.8% |
| YTD | -10.4% | -1.2% | -9.2% | -6.8% |
| 1Y | -14.8% | -7.9% | -6.9% | -12.1% |
| All | -14.8% | -6.3% | -8.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling