-62.2%
FIS vs STZ
-33.3%
-28.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -2.2% | -1.9% | -0.3% | -1.6% |
| 3M | +2.1% | -6.2% | +8.4% | +4.2% |
| 6M | -14.7% | -14.0% | -0.7% | -11.0% |
| YTD | -35.7% | -5.1% | -30.6% | -36.4% |
| 1Y | -37.1% | -9.6% | -27.5% | -36.5% |
| 3Y | -20.0% | -47.2% | +27.2% | +1.1% |
| All | -62.2% | -33.3% | -28.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling