+67.1%
FDX vs STZ
-33.3%
+100.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | +3.8% | -1.9% | +5.7% | +4.3% |
| 3M | -1.3% | -6.2% | +4.9% | +0.3% |
| 6M | +5.0% | -14.0% | +19.0% | +9.5% |
| YTD | +39.6% | -5.1% | +44.8% | +39.8% |
| 1Y | +81.1% | -9.6% | +90.7% | +83.9% |
| 3Y | +63.0% | -47.2% | +110.3% | +96.6% |
| All | +67.1% | -33.3% | +100.4% | +91.5% |
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