+352.7%
FERG vs STZ
-12.0%
+364.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | +0.9% | -6.0% | +6.9% | +2.2% |
| 30D | -15.1% | -8.9% | -6.2% | -13.5% |
| 3M | -4.8% | -12.6% | +7.7% | -2.3% |
| 6M | -2.5% | -17.2% | +14.8% | +1.1% |
| YTD | +1.8% | -10.0% | +11.8% | +3.3% |
| 1Y | -0.3% | -14.3% | +14.0% | +2.1% |
| 3Y | +52.9% | -49.9% | +102.8% | +74.0% |
| 5Y | +69.3% | -38.2% | +107.5% | +84.8% |
| All | +352.7% | -12.0% | +364.7% | +363.8% |
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