+549.1%
FICO vs STZ
+12.2%
+536.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | -1.5% | +14.9% | -16.4% | -6.9% |
| 3M | -29.8% | +8.4% | -38.2% | -32.1% |
| 6M | -33.3% | +2.8% | -36.1% | -34.3% |
| YTD | -56.9% | +7.5% | -64.4% | -59.3% |
| 1Y | -59.5% | +12.5% | -72.0% | -62.6% |
| 3Y | -26.9% | -35.4% | +8.5% | -16.0% |
| 5Y | +92.9% | -29.3% | +122.2% | +108.9% |
| All | +549.1% | +12.2% | +536.9% | +436.3% |
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