+421.0%
FERG vs STZ
+12.6%
+408.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.7% |
| 7D | +8.2% | 0.0% | +8.1% | +8.2% |
| 30D | +14.4% | +14.7% | -0.3% | +10.9% |
| 3M | +4.3% | +8.8% | -4.5% | +2.2% |
| 6M | +7.9% | +3.1% | +4.8% | +6.7% |
| YTD | +16.3% | +7.9% | +8.4% | +13.3% |
| 1Y | +2.2% | +14.2% | -11.9% | -1.8% |
| 3Y | +67.3% | -35.2% | +102.5% | +80.6% |
| 5Y | +75.3% | -29.6% | +104.9% | +85.6% |
| All | +421.0% | +12.6% | +408.4% | +404.1% |
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