-40.2%
FIS vs STZ
-14.3%
-25.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.6% | -0.3% | -3.7% |
| 7D | -3.5% | -7.4% | +3.9% | -0.4% |
| 30D | -7.8% | -10.9% | +3.1% | -3.5% |
| 3M | +0.8% | -13.4% | +14.3% | +6.5% |
| 6M | -21.9% | -16.2% | -5.7% | -17.2% |
| YTD | -39.5% | -10.4% | -29.0% | -38.2% |
| 1Y | -41.0% | -14.8% | -26.2% | -38.6% |
| 3Y | -23.6% | -50.1% | +26.5% | -1.8% |
| 5Y | -65.6% | -38.8% | -26.8% | -60.0% |
| 10Y | -40.2% | -14.1% | -26.1% | -41.9% |
| All | -40.2% | -14.3% | -25.9% | -41.9% |
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