+3,547.3%
FDX vs STZ
+9,621.1%
-6,073.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -2.5% | -1.9% | -0.6% | -2.1% |
| 30D | +3.8% | -1.9% | +5.7% | +4.2% |
| 3M | -1.3% | -6.2% | +4.9% | -0.1% |
| 6M | +5.0% | -14.0% | +19.0% | +8.1% |
| YTD | +39.6% | -5.1% | +44.8% | +40.3% |
| 1Y | +81.1% | -9.6% | +90.7% | +83.6% |
| 3Y | +63.0% | -47.2% | +110.3% | +84.2% |
| 5Y | +65.6% | -33.6% | +99.2% | +77.5% |
| 10Y | +183.4% | -9.8% | +193.1% | +181.5% |
| All | +3,547.3% | +9,621.1% | -6,073.8% | +1,897.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling