+70.0%
FDX vs STZ
-29.7%
+99.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -1.6% | +4.9% | -6.5% | -3.1% |
| 30D | +6.6% | +20.9% | -14.3% | +0.2% |
| 3M | -2.1% | +8.0% | -10.0% | -4.7% |
| 6M | +2.2% | -5.3% | +7.5% | +3.3% |
| YTD | +33.9% | +5.9% | +28.0% | +29.1% |
| 1Y | +50.2% | +14.2% | +36.0% | +40.7% |
| 3Y | +65.5% | -37.0% | +102.5% | +88.1% |
| All | +70.0% | -29.7% | +99.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling