-33.4%
STZ vs FRSH
-70.6%
+37.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.4% |
| 7D | -1.9% | -8.2% | +6.2% | -1.4% |
| 30D | -1.9% | +10.5% | -12.4% | -2.5% |
| 3M | -6.2% | +32.7% | -39.0% | -7.9% |
| 6M | -14.0% | +50.3% | -64.3% | -16.3% |
| YTD | -5.1% | +3.9% | -9.0% | -5.6% |
| 1Y | -9.6% | -2.2% | -7.4% | -9.7% |
| 3Y | -47.2% | -42.9% | -4.3% | -46.1% |
| All | -33.4% | -70.6% | +37.2% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling