+123.4%
FE vs STZ
+13.4%
+110.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.2% | +2.6% | -1.3% | +0.5% |
| 30D | +4.5% | +15.2% | -10.7% | +0.1% |
| 3M | +1.3% | +7.6% | -6.3% | -1.2% |
| 6M | +8.7% | +5.3% | +3.4% | +6.4% |
| YTD | +9.2% | +8.6% | +0.6% | +4.8% |
| 1Y | +7.0% | +15.6% | -8.6% | +0.4% |
| 3Y | +51.4% | -35.2% | +86.5% | +68.4% |
| 5Y | +47.7% | -29.1% | +76.8% | +57.8% |
| All | +123.4% | +13.4% | +110.0% | +86.8% |
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