+69.3%
FERG vs STZ
-38.0%
+107.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | +0.9% | -6.0% | +6.9% | +2.7% |
| 30D | -15.1% | -8.9% | -6.2% | -12.9% |
| 3M | -4.8% | -12.6% | +7.7% | -1.3% |
| 6M | -2.5% | -17.2% | +14.8% | +2.5% |
| YTD | +1.8% | -10.0% | +11.8% | +3.5% |
| 1Y | -0.3% | -14.3% | +14.0% | +2.7% |
| 3Y | +52.9% | -49.9% | +102.8% | +88.1% |
| 5Y | +69.3% | -38.2% | +107.5% | +81.7% |
| All | +69.3% | -38.0% | +107.3% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling