-8.9%
STZ vs FTV
+90.8%
-99.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.9% | -4.5% | +2.6% | -0.2% |
| 30D | -1.9% | -7.1% | +5.2% | +1.0% |
| 3M | -6.2% | -7.2% | +0.9% | -3.8% |
| 6M | -14.0% | -1.5% | -12.5% | -14.2% |
| YTD | -5.1% | +3.5% | -8.6% | -7.8% |
| 1Y | -9.6% | +20.3% | -29.9% | -17.7% |
| 3Y | -47.2% | -3.1% | -44.1% | -48.5% |
| 5Y | -33.6% | +2.3% | -35.9% | -37.9% |
| 10Y | -9.8% | +76.3% | -86.1% | -33.7% |
| All | -8.9% | +90.8% | -99.7% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling