-54.7%
FIS vs STZ
+9.8%
-64.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.5% |
| 7D | -25.5% | +4.9% | -30.4% | -27.4% |
| 30D | -15.1% | +20.9% | -35.9% | -21.8% |
| 3M | -32.1% | +8.0% | -40.1% | -34.7% |
| 6M | -36.1% | -5.3% | -30.8% | -35.4% |
| YTD | -55.4% | +5.9% | -61.3% | -57.7% |
| 1Y | -53.9% | +14.2% | -68.1% | -57.8% |
| 3Y | -39.8% | -37.0% | -2.8% | -30.1% |
| 5Y | -71.1% | -29.7% | -41.4% | -68.3% |
| All | -54.7% | +9.8% | -64.5% | -59.6% |
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 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