+12.5%
STZ vs FTV
+107.5%
-95.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +5.3% | +1.4% | +4.0% | +4.8% |
| 30D | +19.6% | +18.3% | +1.3% | +11.7% |
| 3M | +10.0% | +9.8% | +0.1% | +5.7% |
| 6M | -0.3% | +12.3% | -12.6% | -5.4% |
| YTD | +8.6% | +23.1% | -14.5% | -1.9% |
| 1Y | +16.6% | +32.5% | -15.9% | +2.0% |
| 3Y | -34.8% | +38.3% | -73.1% | -45.4% |
| 5Y | -27.8% | +16.8% | -44.7% | -36.0% |
| 10Y | +12.5% | +106.6% | -94.0% | -27.1% |
| All | +12.5% | +107.5% | -95.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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