-39.8%
FIS vs STZ
-37.2%
-2.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.9% |
| 7D | -25.5% | +4.9% | -30.4% | -26.6% |
| 30D | -15.1% | +20.9% | -35.9% | -19.2% |
| 3M | -32.1% | +8.0% | -40.1% | -33.7% |
| 6M | -36.1% | -5.3% | -30.8% | -35.9% |
| YTD | -55.4% | +5.9% | -61.3% | -57.3% |
| 1Y | -53.9% | +14.2% | -68.1% | -57.0% |
| 3Y | -39.8% | -37.0% | -2.8% | -35.2% |
| All | -39.8% | -37.2% | -2.6% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling