-46.8%
STZ vs FTV
-3.2%
-43.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.9% | -4.5% | +2.6% | -0.9% |
| 30D | -1.9% | -7.1% | +5.2% | -0.2% |
| 3M | -6.2% | -7.2% | +0.9% | -4.8% |
| 6M | -14.0% | -1.5% | -12.5% | -14.1% |
| YTD | -5.1% | +3.5% | -8.6% | -6.8% |
| 1Y | -9.6% | +20.3% | -29.9% | -14.9% |
| All | -46.8% | -3.2% | -43.7% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling