+155.7%
FDX vs STZ
+12.8%
+142.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -0.9% | -1.1% | -1.7% |
| 30D | +10.4% | +14.9% | -4.5% | +4.6% |
| 3M | +0.5% | +8.4% | -8.0% | -2.9% |
| 6M | +6.5% | +2.8% | +3.7% | +4.5% |
| YTD | +40.2% | +7.5% | +32.7% | +33.9% |
| 1Y | +52.1% | +12.5% | +39.5% | +42.3% |
| 3Y | +72.8% | -35.4% | +108.2% | +98.0% |
| 5Y | +76.3% | -29.3% | +105.6% | +92.2% |
| 10Y | +155.7% | +11.8% | +144.0% | +144.3% |
| All | +155.7% | +12.8% | +142.9% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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