+348.1%
FERG vs STZ
-10.3%
+358.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.2% |
| 30D | -11.8% | -7.6% | -4.2% | -10.4% |
| 3M | -1.2% | -12.3% | +11.1% | +1.3% |
| 6M | -2.3% | -16.3% | +14.0% | +1.0% |
| YTD | +0.8% | -8.4% | +9.1% | +1.9% |
| 1Y | +0.5% | -10.8% | +11.3% | +2.0% |
| 3Y | +51.4% | -49.0% | +100.4% | +71.5% |
| 5Y | +67.5% | -36.5% | +104.0% | +81.8% |
| All | +348.1% | -10.3% | +358.5% | +357.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling