+122.5%
FE vs STZ
+13.9%
+108.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +5.3% | -5.9% | -2.1% |
| 30D | +4.3% | +19.6% | -15.3% | -1.2% |
| 3M | +0.4% | +10.0% | -9.6% | -2.7% |
| 6M | +6.9% | -0.3% | +7.2% | +6.4% |
| YTD | +8.0% | +8.6% | -0.6% | +3.7% |
| 1Y | +4.8% | +16.6% | -11.8% | -1.9% |
| 3Y | +49.0% | -34.8% | +83.7% | +65.4% |
| 5Y | +46.2% | -27.8% | +74.1% | +55.3% |
| All | +122.5% | +13.9% | +108.6% | +90.8% |
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