-37.0%
STZ vs FRSH
-36.3%
-0.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.5% |
| 7D | +4.9% | -17.7% | +22.6% | +6.0% |
| 30D | +20.9% | -11.0% | +31.8% | +21.6% |
| 3M | +8.0% | +4.5% | +3.5% | +7.6% |
| 6M | -5.3% | +36.2% | -41.5% | -6.9% |
| YTD | +5.9% | -1.1% | +7.1% | +6.5% |
| 1Y | +14.2% | +11.6% | +2.6% | +13.6% |
| 3Y | -37.0% | -33.9% | -3.1% | -35.3% |
| All | -37.0% | -36.3% | -0.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling