-51.1%
FIS vs STZ
+14.7%
-65.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.3% | -29.0% | -24.1% |
| 7D | -18.4% | +13.0% | -31.4% | -20.0% |
| 30D | -11.4% | +29.4% | -40.8% | -14.5% |
| 3M | -32.0% | +11.6% | -43.6% | -33.1% |
| 6M | -35.6% | -0.2% | -35.4% | -37.0% |
| YTD | -53.8% | +8.6% | -62.3% | -56.6% |
| 1Y | -51.1% | +15.9% | -67.0% | -55.6% |
| All | -51.1% | +14.7% | -65.8% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling