+3.5%
STZ vs FTV
+119.2%
-115.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +1.0% |
| 7D | +11.8% | -0.6% | +12.4% | +12.1% |
| 30D | +26.0% | +13.0% | +13.0% | +19.9% |
| 3M | +11.5% | +6.8% | +4.8% | +8.5% |
| 6M | -2.0% | +8.0% | -10.0% | -5.5% |
| YTD | +7.9% | +18.9% | -11.0% | -1.0% |
| 1Y | +13.9% | +30.8% | -16.9% | +0.4% |
| 3Y | -35.8% | +33.4% | -69.2% | -45.3% |
| 5Y | -28.4% | +12.7% | -41.1% | -35.4% |
| 10Y | +7.1% | +111.6% | -104.5% | -25.6% |
| All | +3.5% | +119.2% | -115.7% | -27.7% |
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