+102.2%
FE vs STZ
+3.4%
+98.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -1.0% | +4.9% | -5.9% | -2.5% |
| 30D | +4.1% | +20.9% | -16.7% | -1.7% |
| 3M | -1.0% | +8.0% | -9.0% | -3.6% |
| 6M | +4.0% | -5.3% | +9.3% | +5.0% |
| YTD | +6.8% | +5.9% | +0.9% | +3.3% |
| 1Y | +5.3% | +14.2% | -8.9% | -0.9% |
| 3Y | +44.6% | -37.0% | +81.5% | +62.3% |
| 5Y | +44.2% | -29.7% | +73.9% | +54.4% |
| All | +102.2% | +3.4% | +98.8% | +78.3% |
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