+104.2%
FE vs STZ
+3.4%
+100.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.5% |
| 30D | +5.2% | +20.9% | -15.7% | -0.7% |
| 3M | 0.0% | +8.0% | -8.0% | -2.6% |
| 6M | +5.0% | -5.3% | +10.3% | +6.1% |
| YTD | +7.9% | +5.9% | +2.0% | +4.3% |
| 1Y | +6.3% | +14.2% | -7.9% | +0.1% |
| 3Y | +46.0% | -37.0% | +83.0% | +63.9% |
| 5Y | +45.6% | -29.7% | +75.4% | +55.9% |
| All | +104.2% | +3.4% | +100.9% | +80.0% |
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