+571.3%
FE vs STZ
+2,551.7%
-1,980.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -1.0% | +4.9% | -5.9% | -2.1% |
| 30D | +4.1% | +20.9% | -16.7% | -0.1% |
| 3M | -1.0% | +8.0% | -9.0% | -2.9% |
| 6M | +4.0% | -5.3% | +9.3% | +4.8% |
| YTD | +6.8% | +5.9% | +0.9% | +4.5% |
| 1Y | +5.3% | +14.2% | -8.9% | +1.2% |
| 3Y | +44.6% | -37.0% | +81.5% | +56.3% |
| 5Y | +44.2% | -29.7% | +73.9% | +51.6% |
| 10Y | +107.3% | +5.2% | +102.1% | +95.5% |
| All | +571.3% | +2,551.7% | -1,980.4% | +237.8% |
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 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